+2,062.4%
AVGO vs AVAV
+361.4%
+1,701.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.5% | -9.7% | -1.4% |
| 7D | -9.9% | -10.6% | +0.7% | -7.9% |
| 30D | -22.0% | -18.8% | -3.2% | -18.8% |
| 3M | -30.0% | -34.1% | +4.1% | -24.4% |
| 6M | -30.7% | -35.3% | +4.6% | -26.4% |
| YTD | -14.7% | -53.4% | +38.7% | -5.4% |
| 1Y | -16.8% | -65.6% | +48.9% | -1.6% |
| 3Y | +244.4% | -5.1% | +249.5% | +215.1% |
| 5Y | +474.0% | +18.5% | +455.5% | +376.9% |
| All | +2,062.4% | +361.4% | +1,701.0% | +1,322.0% |
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