+208.6%
B vs AVAV
+358.8%
-150.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.7% | -3.4% | -5.9% |
| 7D | +7.1% | 0.0% | +7.1% | +6.9% |
| 30D | -3.3% | -9.9% | +6.6% | -2.7% |
| 3M | -2.5% | -34.7% | +32.2% | +0.5% |
| 6M | -7.2% | -26.6% | +19.4% | -5.8% |
| YTD | -7.4% | -48.9% | +41.6% | -4.1% |
| 1Y | +16.4% | -63.0% | +79.4% | +23.2% |
| 3Y | +178.7% | +1.6% | +177.1% | +168.1% |
| 5Y | +121.7% | +34.5% | +87.2% | +106.7% |
| 10Y | +208.6% | +359.3% | -150.7% | +223.4% |
| All | +208.6% | +358.8% | -150.2% | +223.4% |
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