+60.6%
AVAV vs REPL
+37.4%
+23.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -2.9% |
| 7D | +18.4% | +9.8% | +8.6% | +17.8% |
| 30D | -4.9% | +81.5% | -86.5% | -7.8% |
| 3M | -37.7% | +44.2% | -81.9% | -38.9% |
| 6M | -28.4% | +437.4% | -465.8% | -37.6% |
| YTD | -50.0% | +126.1% | -176.2% | -55.8% |
| 1Y | -62.6% | +143.1% | -205.8% | -67.1% |
| 3Y | -0.6% | +97.8% | -98.5% | -28.3% |
| 5Y | +31.9% | -34.3% | +66.2% | +6.5% |
| All | +60.6% | +37.4% | +23.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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