+91.7%
B vs AVAV
+351.0%
-259.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -9.9% | -0.5% |
| 7D | +9.6% | -10.6% | +20.2% | +10.6% |
| 30D | +3.5% | -18.8% | +22.3% | +5.4% |
| 3M | -1.6% | -34.1% | +32.5% | +2.1% |
| 6M | -1.7% | -35.3% | +33.7% | +1.5% |
| YTD | -5.3% | -53.4% | +48.1% | -0.2% |
| 1Y | +27.2% | -65.6% | +92.9% | +37.8% |
| 3Y | +166.1% | -5.1% | +171.2% | +153.1% |
| 5Y | +136.5% | +18.5% | +118.0% | +114.8% |
| 10Y | +172.2% | +369.8% | -197.6% | +98.8% |
| All | +91.7% | +351.0% | -259.4% | +31.8% |
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 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