+324.2%
CSCO vs AVAV
+358.8%
-34.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | -4.7% | 0.0% | -4.7% | -4.8% |
| 30D | -17.1% | -9.9% | -7.2% | -16.2% |
| 3M | -19.6% | -34.7% | +15.1% | -15.8% |
| 6M | +2.4% | -26.6% | +29.0% | +4.6% |
| YTD | +29.8% | -48.9% | +78.7% | +36.4% |
| 1Y | +38.7% | -63.0% | +101.7% | +51.6% |
| 3Y | +101.3% | +1.6% | +99.8% | +81.8% |
| 5Y | +94.8% | +34.5% | +60.3% | +61.4% |
| 10Y | +324.2% | +359.3% | -35.1% | +187.7% |
| All | +324.2% | +358.8% | -34.6% | +187.7% |
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