+508.8%
AVAV vs INDA
+80.4%
+428.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.8% |
| 7D | +3.2% | -1.0% | +4.2% | +3.7% |
| 30D | -20.3% | -2.5% | -17.8% | -19.2% |
| 3M | -19.4% | +4.0% | -23.4% | -21.2% |
| 6M | -35.3% | -1.8% | -33.5% | -34.5% |
| YTD | -38.5% | -9.2% | -29.3% | -35.1% |
| 1Y | -37.2% | -7.2% | -30.0% | -34.6% |
| 3Y | +31.1% | +9.8% | +21.3% | +24.6% |
| 5Y | +41.0% | +7.5% | +33.5% | +34.4% |
| 10Y | +508.8% | +80.8% | +428.0% | +354.8% |
| All | +508.8% | +80.4% | +428.3% | +354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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