+320.3%
COP vs AVAV
+361.4%
-41.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.5% | -9.9% | -0.9% |
| 7D | -11.5% | -10.6% | -0.9% | -10.2% |
| 30D | +5.0% | -18.8% | +23.7% | +7.8% |
| 3M | +17.5% | -34.1% | +51.6% | +23.9% |
| 6M | +16.2% | -35.3% | +51.6% | +20.8% |
| YTD | +48.8% | -53.4% | +102.2% | +59.3% |
| 1Y | +64.1% | -65.6% | +129.7% | +84.5% |
| 3Y | +25.7% | -5.1% | +30.7% | +8.7% |
| 5Y | +114.4% | +18.5% | +95.8% | +67.4% |
| All | +320.3% | +361.4% | -41.1% | +155.2% |
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