+34.5%
AVAV vs TAP
+2.6%
+31.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.7% |
| 7D | 0.0% | -4.5% | +4.5% | -0.3% |
| 30D | -9.9% | +7.5% | -17.4% | -9.6% |
| 3M | -34.7% | -4.9% | -29.8% | -34.8% |
| 6M | -26.6% | -3.5% | -23.1% | -26.5% |
| YTD | -48.9% | -11.4% | -37.5% | -49.2% |
| 1Y | -63.0% | -10.8% | -52.2% | -63.3% |
| 3Y | +1.6% | -24.5% | +26.0% | +1.8% |
| 5Y | +34.5% | +2.5% | +32.0% | +21.5% |
| All | +34.5% | +2.6% | +31.9% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling