+336.7%
COP vs AVAV
+315.4%
+21.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.0% |
| 7D | +4.4% | +4.2% | +0.2% | +3.6% |
| 30D | 0.0% | -2.6% | +2.5% | -0.1% |
| 3M | +15.0% | -38.0% | +53.0% | +22.3% |
| 6M | +22.0% | -27.0% | +49.0% | +24.2% |
| YTD | +55.3% | -51.4% | +106.8% | +65.1% |
| 1Y | +64.1% | -60.2% | +124.4% | +79.8% |
| 3Y | +34.1% | -6.7% | +40.7% | +16.5% |
| 5Y | +133.4% | +28.3% | +105.1% | +79.0% |
| All | +336.7% | +315.4% | +21.3% | +167.5% |
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 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