+41.6%
D vs AVAV
+361.4%
-319.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.5% | -12.0% | -2.0% |
| 7D | +3.0% | -10.6% | +13.6% | +3.4% |
| 30D | +11.5% | -18.8% | +30.3% | +12.4% |
| 3M | +3.7% | -34.1% | +37.8% | +5.6% |
| 6M | +13.5% | -35.3% | +48.9% | +15.2% |
| YTD | +20.7% | -53.4% | +74.1% | +23.7% |
| 1Y | +18.2% | -65.6% | +83.9% | +23.1% |
| 3Y | +73.3% | -5.1% | +78.4% | +65.0% |
| 5Y | +12.3% | +18.5% | -6.3% | +3.4% |
| All | +41.6% | +361.4% | -319.8% | +33.3% |
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