+624.7%
CI vs AVAV
+478.6%
+146.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | +1.3% | -2.2% | +3.5% | +1.6% |
| 30D | +4.4% | -13.9% | +18.4% | +6.3% |
| 3M | +0.7% | -29.2% | +29.9% | +4.1% |
| 6M | +0.3% | -36.1% | +36.5% | +4.4% |
| YTD | +3.8% | -40.2% | +44.0% | +7.3% |
| 1Y | -5.5% | -36.2% | +30.7% | -4.0% |
| 3Y | +8.1% | +47.5% | -39.4% | -8.0% |
| 5Y | +42.8% | +39.3% | +3.5% | +17.4% |
| 10Y | +143.9% | +482.6% | -338.7% | +39.8% |
| All | +624.7% | +478.6% | +146.1% | +265.7% |
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