+512.3%
COR vs AVAV
+423.1%
+89.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.6% | -8.9% | +2.8% |
| 7D | +2.3% | +3.2% | -0.8% | +2.0% |
| 30D | +6.8% | -7.4% | +14.2% | +7.1% |
| 3M | +8.1% | -32.0% | +40.1% | +10.7% |
| 6M | +33.0% | -24.6% | +57.6% | +34.2% |
| YTD | +3.0% | -47.5% | +50.5% | +5.8% |
| 1Y | -3.4% | -61.5% | +58.1% | +1.7% |
| 3Y | +80.1% | +5.5% | +74.7% | +66.0% |
| 5Y | +194.7% | +35.7% | +159.0% | +155.2% |
| 10Y | +512.3% | +379.1% | +133.2% | +300.3% |
| All | +512.3% | +423.1% | +89.2% | +300.3% |
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 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