+200.5%
B vs AVAV
+423.1%
-222.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.6% | -8.4% | +3.2% |
| 7D | +11.3% | +3.2% | +8.2% | +10.8% |
| 30D | +2.9% | -7.4% | +10.3% | +3.3% |
| 3M | -2.9% | -32.0% | +29.2% | -0.2% |
| 6M | -1.2% | -24.6% | +23.4% | +0.1% |
| YTD | -1.3% | -47.5% | +46.2% | +1.9% |
| 1Y | +30.4% | -61.5% | +91.9% | +37.5% |
| 3Y | +195.3% | +5.5% | +189.8% | +183.3% |
| 5Y | +146.2% | +35.7% | +110.5% | +129.4% |
| 10Y | +200.5% | +379.1% | -178.6% | +222.2% |
| All | +200.5% | +423.1% | -222.6% | +222.2% |
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 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