+166.1%
B vs AVAV
-5.8%
+171.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -9.9% | -0.4% |
| 7D | +9.6% | -10.6% | +20.2% | +10.5% |
| 30D | +3.5% | -18.8% | +22.3% | +5.4% |
| 3M | -1.6% | -34.1% | +32.5% | +1.9% |
| 6M | -1.7% | -35.3% | +33.7% | +1.5% |
| YTD | -5.3% | -53.4% | +48.1% | -0.4% |
| 1Y | +27.2% | -65.6% | +92.9% | +36.9% |
| 3Y | +166.1% | -5.1% | +171.2% | +154.7% |
| All | +166.1% | -5.8% | +171.9% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling