+135.2%
B vs AVAV
+7.1%
+128.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.8% | +10.4% | +1.5% |
| 7D | +4.3% | -24.3% | +28.6% | +7.0% |
| 30D | -0.9% | -28.9% | +28.0% | +2.2% |
| 3M | -1.4% | -39.3% | +37.9% | +3.1% |
| 6M | +5.0% | -38.8% | +43.8% | +9.1% |
| YTD | -5.8% | -57.8% | +52.0% | +0.2% |
| 1Y | +25.6% | -70.9% | +96.5% | +38.0% |
| 3Y | +161.6% | -14.8% | +176.4% | +149.4% |
| 5Y | +135.2% | +7.3% | +127.9% | +128.8% |
| All | +135.2% | +7.1% | +128.1% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling