+345.1%
AVAV vs SPY
+311.8%
+33.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.7% |
| 7D | +9.9% | -0.9% | +10.8% | +11.5% |
| 30D | -5.4% | -2.4% | -3.1% | -2.5% |
| 3M | -36.5% | -1.2% | -35.4% | -35.4% |
| 6M | -25.3% | +3.3% | -28.6% | -26.9% |
| YTD | -48.6% | +12.3% | -60.9% | -53.7% |
| 1Y | -62.1% | +12.4% | -74.5% | -65.9% |
| 3Y | +2.3% | +78.8% | -76.5% | -42.7% |
| 5Y | +35.4% | +75.2% | -39.8% | -23.4% |
| 10Y | +345.1% | +311.1% | +34.0% | +13.7% |
| All | +345.1% | +311.8% | +33.3% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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