+3.2%
AVTR vs AVAV
+108.2%
-105.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +2.7% | -2.2% | +4.9% | +3.1% |
| 30D | +12.1% | -13.9% | +26.0% | +14.8% |
| 3M | +57.2% | -29.2% | +86.5% | +65.0% |
| 6M | +73.1% | -36.1% | +109.2% | +83.5% |
| YTD | +30.6% | -40.2% | +70.8% | +38.2% |
| 1Y | +13.5% | -36.2% | +49.7% | +17.3% |
| 3Y | -31.0% | +47.5% | -78.5% | -44.2% |
| 5Y | -63.2% | +39.3% | -102.5% | -71.2% |
| All | +3.2% | +108.2% | -105.0% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling