+377.5%
AVAV vs TRU
+251.7%
+125.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.4% | +10.2% | +11.8% |
| 7D | +3.2% | +4.9% | -1.7% | +1.2% |
| 30D | -7.4% | +26.9% | -34.3% | -15.8% |
| 3M | -32.0% | +4.0% | -36.0% | -33.9% |
| 6M | -24.6% | +15.8% | -40.4% | -29.9% |
| YTD | -47.5% | -2.6% | -44.9% | -48.3% |
| 1Y | -61.5% | +3.9% | -65.3% | -63.1% |
| 3Y | +5.5% | +59.2% | -53.7% | -19.8% |
| 5Y | +35.7% | -25.7% | +61.4% | +35.6% |
| 10Y | +379.1% | +179.3% | +199.8% | +206.7% |
| All | +377.5% | +251.7% | +125.8% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling