-61.8%
C vs AVAV
+478.6%
-540.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +3.6% | -2.2% | +5.9% | +4.1% |
| 30D | +0.1% | -13.9% | +14.0% | +2.8% |
| 3M | +2.4% | -29.2% | +31.7% | +8.0% |
| 6M | +24.9% | -36.1% | +61.1% | +32.8% |
| YTD | +19.8% | -40.2% | +60.0% | +26.7% |
| 1Y | +44.9% | -36.2% | +81.1% | +48.9% |
| 3Y | +263.0% | +47.5% | +215.5% | +187.6% |
| 5Y | +129.5% | +39.3% | +90.3% | +73.7% |
| 10Y | +291.6% | +482.6% | -191.0% | +89.2% |
| All | -61.8% | +478.6% | -540.4% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling