+105.7%
CBOE vs AVAV
+2.7%
+103.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | +0.2% |
| 7D | +1.0% | +3.2% | -2.1% | +1.2% |
| 30D | +16.0% | -7.4% | +23.4% | +15.9% |
| 3M | +23.4% | -32.0% | +55.5% | +22.8% |
| 6M | +1.7% | -24.6% | +26.3% | +1.3% |
| YTD | +41.6% | -47.5% | +89.1% | +41.3% |
| 1Y | +38.5% | -61.5% | +100.0% | +36.8% |
| 3Y | +105.7% | +5.5% | +100.3% | +103.6% |
| All | +105.7% | +2.7% | +103.0% | +103.6% |
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