+64.1%
AVAV vs REPL
+45.5%
+18.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.3% | -3.0% |
| 7D | 0.0% | +12.7% | -12.8% | -0.6% |
| 30D | -9.9% | +73.5% | -83.4% | -12.4% |
| 3M | -34.7% | +70.3% | -105.0% | -36.6% |
| 6M | -26.6% | +472.0% | -498.6% | -36.3% |
| YTD | -48.9% | +139.5% | -188.4% | -54.9% |
| 1Y | -63.0% | +167.3% | -230.3% | -67.6% |
| 3Y | +1.6% | +109.5% | -108.0% | -26.9% |
| 5Y | +34.5% | -29.9% | +64.4% | +8.1% |
| All | +64.1% | +45.5% | +18.6% | -2.8% |
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