+969.7%
AWK vs AVAV
+551.6%
+418.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +1.7% | -2.2% | +4.0% | +1.9% |
| 30D | +5.6% | -13.9% | +19.5% | +6.5% |
| 3M | +15.9% | -29.2% | +45.1% | +18.0% |
| 6M | +4.6% | -36.1% | +40.7% | +6.8% |
| YTD | +10.1% | -40.2% | +50.3% | +12.1% |
| 1Y | +2.1% | -36.2% | +38.3% | +2.8% |
| 3Y | +9.8% | +47.5% | -37.7% | -1.0% |
| 5Y | -15.4% | +39.3% | -54.6% | -24.9% |
| 10Y | +129.4% | +482.6% | -353.2% | +66.1% |
| All | +969.7% | +551.6% | +418.1% | +577.2% |
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 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