+150.5%
AWK vs AVAV
+423.1%
-272.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.6% | -13.3% | -1.2% |
| 7D | +1.2% | +3.2% | -1.9% | +1.0% |
| 30D | +15.8% | -7.4% | +23.2% | +16.0% |
| 3M | +11.0% | -32.0% | +43.0% | +12.7% |
| 6M | +21.0% | -24.6% | +45.5% | +21.6% |
| YTD | +16.7% | -47.5% | +64.2% | +18.8% |
| 1Y | +17.2% | -61.5% | +78.6% | +21.2% |
| 3Y | +29.2% | +5.5% | +23.7% | +20.6% |
| 5Y | -2.3% | +35.7% | -38.0% | -12.6% |
| 10Y | +150.5% | +379.1% | -228.6% | +109.9% |
| All | +150.5% | +423.1% | -272.6% | +109.9% |
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 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