+7.4%
AVTR vs AVAV
+77.8%
-70.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.7% |
| 7D | -0.1% | 0.0% | -0.1% | -0.4% |
| 30D | -0.6% | -9.9% | +9.3% | +0.8% |
| 3M | +13.4% | -34.7% | +48.1% | +21.4% |
| 6M | +87.4% | -26.6% | +114.0% | +93.6% |
| YTD | +35.9% | -48.9% | +84.8% | +47.1% |
| 1Y | +35.4% | -63.0% | +98.4% | +54.7% |
| 3Y | -16.1% | +1.6% | -17.7% | -26.5% |
| 5Y | -59.4% | +34.5% | -93.9% | -68.5% |
| All | +7.4% | +77.8% | -70.4% | -38.3% |
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