+223.5%
C vs AVAV
+361.4%
-137.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -10.0% | -1.3% |
| 7D | -2.4% | -10.6% | +8.2% | -0.7% |
| 30D | -6.0% | -18.8% | +12.8% | -2.8% |
| 3M | -10.5% | -34.1% | +23.6% | -4.4% |
| 6M | -5.7% | -35.3% | +29.6% | -0.8% |
| YTD | +4.1% | -53.4% | +57.5% | +13.8% |
| 1Y | +20.5% | -65.6% | +86.1% | +39.3% |
| 3Y | +208.1% | -5.1% | +213.2% | +169.7% |
| 5Y | +110.4% | +18.5% | +91.9% | +65.2% |
| All | +223.5% | +361.4% | -137.9% | +67.8% |
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 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