-13.0%
AVAV vs ADVB
-96.8%
+83.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -23.6% | +20.8% | -3.2% |
| 7D | +4.2% | +27.8% | -23.6% | +5.0% |
| 30D | -2.6% | -50.8% | +48.2% | -4.0% |
| 3M | -38.0% | -70.5% | +32.6% | -39.5% |
| 6M | -27.0% | -46.7% | +19.7% | -26.3% |
| YTD | -51.4% | -56.7% | +5.3% | -50.9% |
| 1Y | -60.2% | -71.8% | +11.5% | -60.4% |
| All | -13.0% | -96.8% | +83.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling