+433.4%
COP vs AVAV
+308.3%
+125.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.8% | +8.8% | +0.6% |
| 7D | -9.7% | -24.3% | +14.6% | -5.4% |
| 30D | +4.7% | -28.9% | +33.6% | +10.7% |
| 3M | +18.5% | -39.3% | +57.8% | +28.1% |
| 6M | +11.4% | -38.8% | +50.2% | +17.6% |
| YTD | +47.9% | -57.8% | +105.7% | +62.9% |
| 1Y | +59.3% | -70.9% | +130.2% | +87.4% |
| 3Y | +23.6% | -14.8% | +38.4% | +9.7% |
| 5Y | +113.1% | +7.3% | +105.8% | +70.3% |
| 10Y | +329.1% | +325.3% | +3.8% | +135.7% |
| All | +433.4% | +308.3% | +125.1% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling