+358.4%
AVAV vs TAP
-49.3%
+407.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.5% | +15.0% | +11.2% |
| 7D | -10.6% | +0.5% | -11.1% | -10.9% |
| 30D | -18.8% | +9.1% | -27.9% | -20.4% |
| 3M | -34.1% | -3.8% | -30.3% | -33.9% |
| 6M | -35.3% | -3.4% | -31.9% | -35.4% |
| YTD | -53.4% | -10.6% | -42.7% | -53.2% |
| 1Y | -65.6% | -4.4% | -61.2% | -66.2% |
| 3Y | -5.1% | -24.4% | +19.3% | -3.0% |
| 5Y | +18.5% | +2.1% | +16.4% | +7.4% |
| All | +358.4% | -49.3% | +407.7% | +312.3% |
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