+677.7%
CI vs AVAV
+308.3%
+369.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.8% | +8.6% | 0.0% |
| 7D | +1.0% | -24.3% | +25.3% | +4.5% |
| 30D | +9.9% | -28.9% | +38.8% | +14.4% |
| 3M | +12.1% | -39.3% | +51.3% | +18.7% |
| 6M | +10.6% | -38.8% | +49.4% | +15.4% |
| YTD | +11.4% | -57.8% | +69.2% | +19.8% |
| 1Y | +18.8% | -70.9% | +89.7% | +34.2% |
| 3Y | +2.9% | -14.8% | +17.7% | -5.4% |
| 5Y | +54.5% | +7.3% | +47.2% | +30.5% |
| 10Y | +175.7% | +325.3% | -149.6% | +63.6% |
| All | +677.7% | +308.3% | +369.3% | +308.5% |
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