+2,755.4%
AVGO vs AVAV
+516.1%
+2,239.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.4% |
| 7D | -0.3% | +3.2% | -3.5% | -0.9% |
| 30D | -13.8% | -20.3% | +6.5% | -10.0% |
| 3M | -6.9% | -19.4% | +12.5% | -4.2% |
| 6M | +11.9% | -35.3% | +47.2% | +19.1% |
| YTD | +6.9% | -38.5% | +45.4% | +12.6% |
| 1Y | +7.4% | -37.2% | +44.6% | +11.8% |
| 3Y | +345.6% | +31.1% | +314.5% | +282.9% |
| 5Y | +718.9% | +41.0% | +677.9% | +558.7% |
| 10Y | +2,755.4% | +508.8% | +2,246.6% | +1,587.7% |
| All | +2,755.4% | +516.1% | +2,239.3% | +1,587.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling