+111.5%
B vs AVAV
+478.6%
-367.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | +9.4% | -13.9% | +23.4% | +10.9% |
| 3M | +5.0% | -29.2% | +34.2% | +8.0% |
| 6M | -3.5% | -36.1% | +32.6% | -0.3% |
| YTD | +4.5% | -40.2% | +44.7% | +7.8% |
| 1Y | +67.8% | -36.2% | +104.0% | +71.1% |
| 3Y | +196.7% | +47.5% | +149.2% | +170.3% |
| 5Y | +151.9% | +39.3% | +112.7% | +125.7% |
| 10Y | +202.2% | +482.6% | -280.4% | +117.1% |
| All | +111.5% | +478.6% | -367.1% | +42.4% |
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