-65.2%
C vs AVAV
+352.9%
-418.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.3% | +10.0% | +3.3% |
| 7D | +1.1% | -10.1% | +11.2% | +3.1% |
| 30D | -2.4% | -18.7% | +16.3% | +1.5% |
| 3M | -8.4% | -33.0% | +24.6% | -1.4% |
| 6M | +0.3% | -37.2% | +37.5% | +7.0% |
| YTD | +9.1% | -53.2% | +62.3% | +20.7% |
| 1Y | +26.0% | -69.0% | +95.0% | +51.6% |
| 3Y | +221.2% | -5.5% | +226.7% | +181.2% |
| 5Y | +120.4% | +20.1% | +100.3% | +70.9% |
| 10Y | +250.6% | +371.8% | -121.2% | +75.9% |
| All | -65.2% | +352.9% | -418.1% | -84.5% |
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 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