+269.0%
D vs AVAV
+478.6%
-209.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | +1.5% | -2.2% | +3.7% | +1.6% |
| 30D | -2.6% | -13.9% | +11.3% | -1.6% |
| 3M | 0.0% | -29.2% | +29.2% | +2.0% |
| 6M | +7.4% | -36.1% | +43.5% | +9.9% |
| YTD | +15.9% | -40.2% | +56.1% | +18.2% |
| 1Y | +18.1% | -36.2% | +54.3% | +19.2% |
| 3Y | +58.4% | +47.5% | +10.9% | +43.9% |
| 5Y | +5.2% | +39.3% | -34.1% | -6.0% |
| 10Y | +35.9% | +482.6% | -446.7% | -1.3% |
| All | +269.0% | +478.6% | -209.6% | +138.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling