+2,275.3%
COST vs AVAV
+478.6%
+1,796.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -3.1% | -2.2% | -0.9% | -2.9% |
| 30D | -2.8% | -13.9% | +11.1% | -1.5% |
| 3M | -5.7% | -29.2% | +23.6% | -3.2% |
| 6M | -8.8% | -36.1% | +27.4% | -6.0% |
| YTD | +6.7% | -40.2% | +46.9% | +9.5% |
| 1Y | -3.6% | -36.2% | +32.6% | -2.5% |
| 3Y | +75.1% | +47.5% | +27.6% | +55.8% |
| 5Y | +108.9% | +39.3% | +69.6% | +82.3% |
| 10Y | +586.2% | +482.6% | +103.6% | +378.9% |
| All | +2,275.3% | +478.6% | +1,796.7% | +1,349.1% |
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