+222.7%
B vs AVAV
+360.4%
-137.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -2.7% | +9.9% | -12.5% | -3.5% |
| 30D | -4.3% | -5.4% | +1.1% | -4.1% |
| 3M | -2.3% | -36.5% | +34.2% | +1.0% |
| 6M | -16.2% | -25.3% | +9.0% | -15.0% |
| YTD | -8.8% | -48.6% | +39.7% | -5.6% |
| 1Y | +11.4% | -62.1% | +73.4% | +17.7% |
| 3Y | +174.3% | +2.3% | +172.0% | +163.5% |
| 5Y | +116.2% | +35.4% | +80.8% | +101.1% |
| 10Y | +222.7% | +345.1% | -122.3% | +222.3% |
| All | +222.7% | +360.4% | -137.7% | +222.3% |
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