+308.9%
AVAV vs TAP
-46.0%
+354.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -6.0% | -3.3% |
| 7D | +4.2% | +1.3% | +3.0% | +3.9% |
| 30D | -2.6% | +5.7% | -8.3% | -3.9% |
| 3M | -38.0% | -1.9% | -36.1% | -38.0% |
| 6M | -27.0% | +0.9% | -27.9% | -27.8% |
| YTD | -51.4% | -9.5% | -41.9% | -51.3% |
| 1Y | -60.2% | -9.0% | -51.3% | -60.3% |
| 3Y | -6.7% | -22.2% | +15.6% | -5.3% |
| 5Y | +28.3% | +1.2% | +27.1% | +16.5% |
| All | +308.9% | -46.0% | +354.9% | +291.4% |
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