+469.1%
AXP vs AVAV
+479.1%
-9.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -2.1% | -2.2% | +0.1% | -1.7% |
| 30D | -6.5% | -13.9% | +7.4% | -4.5% |
| 3M | +4.6% | -29.2% | +33.9% | +9.4% |
| 6M | +5.4% | -36.1% | +41.6% | +11.1% |
| YTD | -11.1% | -40.2% | +29.1% | -6.8% |
| 1Y | -0.3% | -36.2% | +35.9% | +1.8% |
| 3Y | +111.6% | +47.5% | +64.1% | +72.5% |
| 5Y | +117.6% | +39.3% | +78.3% | +71.7% |
| All | +469.1% | +479.1% | -9.9% | +216.9% |
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