+504.5%
AVAV vs TAP
+68.4%
+436.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -2.2% | -2.3% | +0.1% | -1.6% |
| 30D | -13.9% | -2.1% | -11.8% | -13.5% |
| 3M | -29.2% | +6.6% | -35.8% | -30.8% |
| 6M | -36.1% | -11.5% | -24.6% | -34.5% |
| YTD | -40.2% | -10.3% | -29.9% | -39.5% |
| 1Y | -36.2% | -14.4% | -21.8% | -35.1% |
| 3Y | +47.5% | -28.3% | +75.8% | +55.0% |
| 5Y | +39.3% | +1.7% | +37.6% | +26.5% |
| 10Y | +482.6% | -49.2% | +531.8% | +531.4% |
| All | +504.5% | +68.4% | +436.0% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling