+92.3%
COST vs AVAV
-5.8%
+98.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.5% | -11.6% | -1.4% |
| 7D | +4.1% | -10.6% | +14.7% | +4.4% |
| 30D | +12.0% | -18.8% | +30.8% | +12.7% |
| 3M | +11.2% | -34.1% | +45.3% | +12.6% |
| 6M | +6.1% | -35.3% | +41.5% | +7.3% |
| YTD | +22.9% | -53.4% | +76.3% | +25.6% |
| 1Y | +14.7% | -65.6% | +80.4% | +19.2% |
| 3Y | +92.3% | -5.1% | +97.4% | +71.9% |
| All | +92.3% | -5.8% | +98.1% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling