+90.6%
B vs AVAV
+308.3%
-217.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.8% | +10.4% | +1.5% |
| 7D | +4.3% | -24.3% | +28.6% | +7.1% |
| 30D | -0.9% | -28.9% | +28.0% | +2.3% |
| 3M | -1.4% | -39.3% | +37.9% | +3.2% |
| 6M | +5.0% | -38.8% | +43.8% | +9.0% |
| YTD | -5.8% | -57.8% | +52.0% | +0.3% |
| 1Y | +25.6% | -70.9% | +96.5% | +38.4% |
| 3Y | +161.6% | -14.8% | +176.4% | +151.6% |
| 5Y | +135.2% | +7.3% | +127.9% | +115.8% |
| 10Y | +170.7% | +325.3% | -154.6% | +99.8% |
| All | +90.6% | +308.3% | -217.7% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling