+5.2%
AVTR vs AVAV
+114.2%
-109.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.4% |
| 7D | +7.4% | +3.2% | +4.2% | +6.8% |
| 30D | +12.2% | -20.3% | +32.5% | +16.6% |
| 3M | +57.4% | -19.4% | +76.8% | +61.2% |
| 6M | +86.7% | -35.3% | +121.9% | +97.6% |
| YTD | +33.1% | -38.5% | +71.6% | +40.1% |
| 1Y | +16.1% | -37.2% | +53.3% | +20.5% |
| 3Y | -24.6% | +31.1% | -55.7% | -36.9% |
| 5Y | -63.5% | +41.0% | -104.5% | -71.4% |
| All | +5.2% | +114.2% | -109.0% | -41.2% |
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