+7.4%
AVGO vs AVAV
-35.3%
+42.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.6% |
| 7D | -0.3% | +3.2% | -3.5% | -0.8% |
| 30D | -13.8% | -20.3% | +6.5% | -11.2% |
| 3M | -6.9% | -19.4% | +12.5% | -4.9% |
| 6M | +11.9% | -35.3% | +47.2% | +17.3% |
| YTD | +6.9% | -38.5% | +45.4% | +10.3% |
| 1Y | +7.4% | -37.2% | +44.6% | +1.9% |
| All | +7.4% | -35.3% | +42.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AVAV 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling