-60.3%
AVTR vs AVAV
+18.1%
-78.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.5% | -8.3% | +0.8% |
| 7D | -3.6% | -10.6% | +7.0% | -2.3% |
| 30D | +0.8% | -18.8% | +19.6% | +3.3% |
| 3M | +17.4% | -34.1% | +51.5% | +23.4% |
| 6M | +83.5% | -35.3% | +118.8% | +91.6% |
| YTD | +35.0% | -53.4% | +88.4% | +45.3% |
| 1Y | +36.7% | -65.6% | +102.3% | +52.3% |
| 3Y | -15.3% | -5.1% | -10.3% | -21.0% |
| All | -60.3% | +18.1% | -78.5% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling