+1,056.2%
CBOE vs AVAV
+470.4%
+585.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -3.6% | -2.2% | -1.4% | -3.5% |
| 30D | +5.1% | -13.9% | +19.0% | +6.0% |
| 3M | +4.6% | -29.2% | +33.8% | +6.6% |
| 6M | -0.3% | -36.1% | +35.9% | +2.0% |
| YTD | +19.8% | -40.2% | +60.0% | +22.2% |
| 1Y | +28.4% | -36.2% | +64.6% | +29.5% |
| 3Y | +104.1% | +47.5% | +56.6% | +83.0% |
| 5Y | +150.9% | +39.3% | +111.6% | +120.3% |
| 10Y | +393.5% | +482.6% | -89.1% | +232.8% |
| All | +1,056.2% | +470.4% | +585.9% | +645.1% |
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