-34.4%
AUR vs AVAV
+33.5%
-68.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +1.7% |
| 7D | +11.1% | -3.2% | +14.3% | +12.3% |
| 30D | -6.9% | -25.6% | +18.7% | +2.8% |
| 3M | +5.5% | -20.2% | +25.8% | +11.2% |
| 6M | +41.0% | -38.1% | +79.1% | +60.2% |
| YTD | +69.3% | -41.8% | +111.1% | +90.9% |
| 1Y | +14.0% | -39.0% | +53.1% | +24.9% |
| 3Y | +90.1% | +24.1% | +66.0% | +34.8% |
| 5Y | -34.4% | +53.0% | -87.5% | -66.6% |
| All | -34.4% | +33.5% | -68.0% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling