+325.0%
COP vs AVAV
+360.4%
-35.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.6% |
| 7D | +0.7% | +9.9% | -9.2% | -1.0% |
| 30D | +0.2% | -5.4% | +5.6% | +0.6% |
| 3M | +10.2% | -36.5% | +46.7% | +16.8% |
| 6M | +20.1% | -25.3% | +45.4% | +21.9% |
| YTD | +50.5% | -48.6% | +99.1% | +58.7% |
| 1Y | +56.8% | -62.1% | +118.9% | +73.6% |
| 3Y | +30.3% | +2.3% | +28.0% | +11.5% |
| 5Y | +126.8% | +35.4% | +91.4% | +72.7% |
| 10Y | +325.0% | +345.1% | -20.1% | +158.1% |
| All | +325.0% | +360.4% | -35.4% | +158.1% |
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