+97.3%
AUR vs AVAV
+31.4%
+65.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +1.9% |
| 7D | +19.2% | +3.2% | +16.0% | +18.3% |
| 30D | -7.8% | -20.3% | +12.5% | -2.3% |
| 3M | +4.0% | -19.4% | +23.4% | +8.2% |
| 6M | +45.0% | -35.3% | +80.2% | +58.2% |
| YTD | +69.5% | -38.5% | +108.0% | +84.5% |
| 1Y | +13.0% | -37.2% | +50.2% | +22.6% |
| All | +97.3% | +31.4% | +65.9% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling