+492.2%
COR vs AVAV
+315.4%
+176.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.1% |
| 7D | +7.8% | +4.2% | +3.6% | +7.5% |
| 30D | +7.0% | -2.6% | +9.6% | +7.0% |
| 3M | +16.3% | -38.0% | +54.2% | +19.8% |
| 6M | +41.3% | -27.0% | +68.3% | +42.8% |
| YTD | +7.1% | -51.4% | +58.6% | +10.6% |
| 1Y | -0.8% | -60.2% | +59.4% | +4.0% |
| 3Y | +85.0% | -6.7% | +91.6% | +72.3% |
| 5Y | +203.9% | +28.3% | +175.6% | +163.8% |
| All | +492.2% | +315.4% | +176.8% | +303.2% |
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