+379.1%
AVAV vs TAP
-49.5%
+428.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.2% | +13.8% | +12.8% |
| 7D | +3.2% | -7.8% | +11.0% | +4.5% |
| 30D | -7.4% | +7.1% | -14.5% | -9.0% |
| 3M | -32.0% | -7.0% | -25.0% | -31.4% |
| 6M | -24.6% | -3.8% | -20.8% | -24.7% |
| YTD | -47.5% | -11.7% | -35.8% | -47.2% |
| 1Y | -61.5% | -10.1% | -51.4% | -61.6% |
| 3Y | +5.5% | -23.7% | +29.2% | +7.3% |
| 5Y | +35.7% | +2.9% | +32.8% | +22.1% |
| 10Y | +379.1% | -49.5% | +428.6% | +348.1% |
| All | +379.1% | -49.5% | +428.6% | +348.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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