+345.1%
AVAV vs Z
-14.8%
+359.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | +9.9% | -13.1% | +22.9% | +13.2% |
| 30D | -5.4% | +5.9% | -11.3% | -7.0% |
| 3M | -36.5% | -13.7% | -22.9% | -35.3% |
| 6M | -25.3% | -27.1% | +1.9% | -21.4% |
| YTD | -48.6% | -56.8% | +8.2% | -39.9% |
| 1Y | -62.1% | -60.2% | -1.9% | -55.0% |
| 3Y | +2.3% | -19.7% | +22.0% | +1.3% |
| 5Y | +35.4% | -53.7% | +89.1% | +42.1% |
| 10Y | +345.1% | -16.9% | +361.9% | +280.7% |
| All | +345.1% | -14.8% | +359.8% | +280.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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