+508.8%
AVAV vs WY
+5.5%
+503.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.4% |
| 7D | +3.2% | -2.1% | +5.3% | +4.0% |
| 30D | -20.3% | -10.5% | -9.8% | -16.8% |
| 3M | -19.4% | -4.9% | -14.6% | -18.5% |
| 6M | -35.3% | -4.9% | -30.3% | -34.5% |
| YTD | -38.5% | -1.7% | -36.8% | -38.6% |
| 1Y | -37.2% | -9.4% | -27.8% | -35.5% |
| 3Y | +31.1% | -22.3% | +53.4% | +39.6% |
| 5Y | +41.0% | -20.5% | +61.6% | +47.0% |
| 10Y | +508.8% | +4.9% | +503.8% | +454.9% |
| All | +508.8% | +5.5% | +503.3% | +454.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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