-36.6%
AUR vs AVAV
+31.0%
-67.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.9% |
| 7D | +8.7% | -2.2% | +11.0% | +9.6% |
| 30D | -5.2% | -13.9% | +8.7% | -0.5% |
| 3M | -7.3% | -29.2% | +21.9% | +1.8% |
| 6M | +41.2% | -36.1% | +77.3% | +58.3% |
| YTD | +65.1% | -40.2% | +105.3% | +84.3% |
| 1Y | +13.4% | -36.2% | +49.6% | +22.2% |
| 3Y | +98.1% | +47.5% | +50.6% | +31.8% |
| 5Y | -36.0% | +39.3% | -75.3% | -65.1% |
| All | -36.6% | +31.0% | -67.6% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling