-59.4%
AVTR vs AVAV
+31.7%
-91.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | +3.2% | +18.4% | -15.2% | +0.8% |
| 30D | +0.5% | -4.9% | +5.4% | +0.8% |
| 3M | +12.1% | -37.7% | +49.8% | +18.6% |
| 6M | +91.2% | -28.4% | +119.6% | +96.8% |
| YTD | +36.3% | -50.0% | +86.3% | +45.2% |
| 1Y | +35.2% | -62.6% | +97.9% | +49.0% |
| 3Y | -15.8% | -0.6% | -15.2% | -21.9% |
| All | -59.4% | +31.7% | -91.1% | -66.2% |
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 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