+130.7%
C vs AVAV
+39.7%
+91.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | +3.6% | -2.2% | +5.9% | +3.9% |
| 30D | +0.1% | -13.9% | +14.0% | +1.5% |
| 3M | +2.4% | -29.2% | +31.7% | +5.6% |
| 6M | +24.9% | -36.1% | +61.1% | +29.4% |
| YTD | +19.8% | -40.2% | +60.0% | +23.9% |
| 1Y | +44.9% | -36.2% | +81.1% | +47.5% |
| 3Y | +263.0% | +47.5% | +215.5% | +221.4% |
| All | +130.7% | +39.7% | +91.0% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling