+207.0%
C vs AVAV
+315.4%
-108.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | +4.2% | +4.2% | -0.1% | +3.3% |
| 30D | +2.0% | -2.6% | +4.5% | +2.0% |
| 3M | -10.1% | -38.0% | +27.8% | -3.0% |
| 6M | +1.0% | -27.0% | +28.0% | +3.8% |
| YTD | +8.5% | -51.4% | +59.9% | +17.5% |
| 1Y | +25.7% | -60.2% | +86.0% | +41.1% |
| 3Y | +216.0% | -6.7% | +222.6% | +178.1% |
| 5Y | +112.3% | +28.3% | +84.0% | +63.7% |
| All | +207.0% | +315.4% | -108.4% | +66.9% |
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