+48.4%
D vs AVAV
+360.4%
-312.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -2.4% | +9.9% | -12.3% | -2.9% |
| 30D | +9.0% | -5.4% | +14.4% | +9.1% |
| 3M | +1.0% | -36.5% | +37.5% | +3.0% |
| 6M | +11.0% | -25.3% | +36.3% | +11.8% |
| YTD | +19.8% | -48.6% | +68.3% | +22.1% |
| 1Y | +16.0% | -62.1% | +78.0% | +20.2% |
| 3Y | +74.4% | +2.3% | +72.0% | +65.2% |
| 5Y | +13.5% | +35.4% | -21.8% | +3.5% |
| 10Y | +48.4% | +345.1% | -296.7% | +28.5% |
| All | +48.4% | +360.4% | -312.0% | +28.5% |
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 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