+293.4%
C vs AVAV
+479.1%
-185.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +3.6% | -2.2% | +5.9% | +4.0% |
| 30D | +0.1% | -13.9% | +14.0% | +2.5% |
| 3M | +2.4% | -29.2% | +31.7% | +7.4% |
| 6M | +24.9% | -36.1% | +61.1% | +32.0% |
| YTD | +19.8% | -40.2% | +60.0% | +26.0% |
| 1Y | +44.9% | -36.2% | +81.1% | +48.3% |
| 3Y | +263.0% | +47.5% | +215.5% | +190.3% |
| 5Y | +129.5% | +39.3% | +90.3% | +76.6% |
| All | +293.4% | +479.1% | -185.6% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling