+359.3%
AVAV vs TRU
+174.2%
+185.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.3% |
| 7D | 0.0% | +4.6% | -4.6% | -1.8% |
| 30D | -9.9% | +25.4% | -35.4% | -17.9% |
| 3M | -34.7% | +4.0% | -38.7% | -36.5% |
| 6M | -26.6% | +14.5% | -41.1% | -31.6% |
| YTD | -48.9% | -3.7% | -45.2% | -49.5% |
| 1Y | -63.0% | +2.8% | -65.8% | -64.4% |
| 3Y | +1.6% | +58.5% | -56.9% | -23.7% |
| 5Y | +34.5% | -25.0% | +59.5% | +34.3% |
| 10Y | +359.3% | +186.0% | +173.3% | +238.5% |
| All | +359.3% | +174.2% | +185.1% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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