+1,267.0%
CBOE vs AVAV
+400.6%
+866.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | -1.0% |
| 7D | +1.0% | +3.2% | -2.1% | +0.6% |
| 30D | +16.0% | -7.4% | +23.4% | +16.3% |
| 3M | +23.4% | -32.0% | +55.5% | +26.3% |
| 6M | +1.7% | -24.6% | +26.3% | +2.4% |
| YTD | +41.6% | -47.5% | +89.1% | +45.3% |
| 1Y | +38.5% | -61.5% | +100.0% | +45.5% |
| 3Y | +105.7% | +5.5% | +100.3% | +90.4% |
| 5Y | +185.4% | +35.7% | +149.7% | +149.3% |
| 10Y | +504.1% | +379.1% | +125.0% | +313.8% |
| All | +1,267.0% | +400.6% | +866.4% | +786.1% |
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