+2,636.8%
COST vs AVAV
+351.0%
+2,285.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.5% | -11.6% | -2.1% |
| 7D | +4.1% | -10.6% | +14.7% | +5.0% |
| 30D | +12.0% | -18.8% | +30.8% | +13.9% |
| 3M | +11.2% | -34.1% | +45.3% | +15.0% |
| 6M | +6.1% | -35.3% | +41.5% | +8.9% |
| YTD | +22.9% | -53.4% | +76.3% | +28.7% |
| 1Y | +14.7% | -65.6% | +80.4% | +23.8% |
| 3Y | +92.3% | -5.1% | +97.4% | +79.0% |
| 5Y | +116.6% | +18.5% | +98.1% | +91.1% |
| 10Y | +775.4% | +369.8% | +405.6% | +520.9% |
| All | +2,636.8% | +351.0% | +2,285.8% | +1,602.5% |
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