+371.2%
AVAV vs TAP
+67.7%
+303.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.5% | +15.0% | +11.6% |
| 7D | -10.6% | +0.5% | -11.1% | -11.0% |
| 30D | -18.8% | +9.1% | -27.9% | -21.2% |
| 3M | -34.1% | -3.8% | -30.3% | -33.9% |
| 6M | -35.3% | -3.4% | -31.9% | -35.6% |
| YTD | -53.4% | -10.6% | -42.7% | -53.1% |
| 1Y | -65.6% | -4.4% | -61.2% | -66.3% |
| 3Y | -5.1% | -24.4% | +19.3% | -2.6% |
| 5Y | +18.5% | +2.1% | +16.4% | +7.0% |
| 10Y | +369.8% | -48.7% | +418.6% | +404.5% |
| All | +371.2% | +67.7% | +303.5% | +226.5% |
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 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