+341.0%
COP vs AVAV
+502.7%
-161.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.8% |
| 7D | +3.0% | -2.2% | +5.2% | +3.3% |
| 30D | +17.5% | -13.9% | +31.4% | +19.8% |
| 3M | +13.4% | -29.2% | +42.6% | +17.7% |
| 6M | +17.7% | -36.1% | +53.9% | +23.0% |
| YTD | +46.6% | -40.2% | +86.8% | +52.1% |
| 1Y | +44.6% | -36.2% | +80.8% | +46.3% |
| 3Y | +20.7% | +47.5% | -26.8% | -3.7% |
| 5Y | +185.0% | +39.3% | +145.8% | +119.1% |
| All | +341.0% | +502.7% | -161.8% | +137.4% |
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