+486.6%
COR vs AVAV
+358.8%
+127.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.0% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +7.7% | -9.9% | +17.6% | +8.2% |
| 3M | +7.5% | -34.7% | +42.2% | +10.4% |
| 6M | +34.1% | -26.6% | +60.7% | +35.6% |
| YTD | +3.9% | -48.9% | +52.8% | +6.9% |
| 1Y | -3.6% | -63.0% | +59.4% | +1.7% |
| 3Y | +80.5% | +1.6% | +78.9% | +66.9% |
| 5Y | +194.9% | +34.5% | +160.4% | +155.2% |
| 10Y | +486.6% | +359.3% | +127.3% | +290.0% |
| All | +486.6% | +358.8% | +127.9% | +290.0% |
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