+1,313.7%
CBOE vs AVAV
+387.0%
+926.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +3.6% |
| 7D | +6.0% | 0.0% | +6.0% | +5.8% |
| 30D | +19.9% | -9.9% | +29.9% | +20.5% |
| 3M | +28.4% | -34.7% | +63.1% | +31.7% |
| 6M | +5.2% | -26.6% | +31.8% | +6.1% |
| YTD | +46.4% | -48.9% | +95.4% | +50.5% |
| 1Y | +41.8% | -63.0% | +104.8% | +49.5% |
| 3Y | +114.4% | +1.6% | +112.9% | +99.0% |
| 5Y | +202.9% | +34.5% | +168.4% | +164.5% |
| 10Y | +511.3% | +359.3% | +152.0% | +320.4% |
| All | +1,313.7% | +387.0% | +926.7% | +818.0% |
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