+500.7%
AVAV vs Z
-1.7%
+502.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | -2.2% | -3.0% | +0.8% | -1.6% |
| 30D | -13.9% | -4.2% | -9.7% | -13.4% |
| 3M | -29.2% | -3.7% | -25.5% | -29.1% |
| 6M | -36.1% | -24.5% | -11.6% | -32.9% |
| YTD | -40.2% | -49.3% | +9.1% | -31.7% |
| 1Y | -36.2% | -58.7% | +22.5% | -24.5% |
| 3Y | +47.5% | -34.1% | +81.7% | +53.1% |
| 5Y | +39.3% | -64.5% | +103.8% | +51.6% |
| All | +500.7% | -1.7% | +502.4% | +397.7% |
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