-46.5%
COMP vs AVAV
+7.5%
-54.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.6% | -6.9% | +2.2% |
| 7D | +14.5% | +3.2% | +11.4% | +13.2% |
| 30D | +14.9% | -7.4% | +22.3% | +16.9% |
| 3M | -14.2% | -32.0% | +17.8% | -5.4% |
| 6M | +23.7% | -24.6% | +48.3% | +28.9% |
| YTD | +2.1% | -47.5% | +49.6% | +14.0% |
| 1Y | +26.2% | -61.5% | +87.7% | +54.2% |
| 3Y | +470.9% | +5.5% | +465.4% | +303.2% |
| 5Y | -14.0% | +35.7% | -49.8% | -51.8% |
| All | -46.5% | +7.5% | -54.0% | -69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling