+206.6%
C vs AVAV
-14.7%
+221.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.8% | +4.8% | -4.0% |
| 7D | -5.3% | -24.3% | +19.0% | -2.6% |
| 30D | -7.3% | -28.9% | +21.6% | -4.2% |
| 3M | -13.5% | -39.3% | +25.8% | -9.3% |
| 6M | -6.5% | -38.8% | +32.3% | -3.0% |
| YTD | +3.6% | -57.8% | +61.4% | +10.8% |
| 1Y | +18.9% | -70.9% | +89.8% | +32.3% |
| All | +206.6% | -14.7% | +221.3% | +182.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling