-54.5%
AUR vs AVAV
+11.9%
-66.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -1.2% |
| 7D | +6.6% | 0.0% | +6.6% | +6.2% |
| 30D | -22.0% | -9.9% | -12.0% | -19.8% |
| 3M | -34.8% | -34.7% | -0.1% | -25.7% |
| 6M | -35.7% | -26.6% | -9.1% | -31.8% |
| YTD | +18.5% | -48.9% | +67.4% | +38.0% |
| 1Y | +4.4% | -63.0% | +67.4% | +35.7% |
| 3Y | +150.7% | +1.6% | +149.1% | +95.0% |
| 5Y | -53.6% | +34.5% | -88.1% | -73.6% |
| All | -54.5% | +11.9% | -66.4% | -74.1% |
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