+15.2%
D vs AVAV
+18.1%
-3.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.5% | -12.0% | -1.8% |
| 7D | +3.0% | -10.6% | +13.6% | +3.3% |
| 30D | +11.5% | -18.8% | +30.3% | +12.1% |
| 3M | +3.7% | -34.1% | +37.8% | +5.0% |
| 6M | +13.5% | -35.3% | +48.9% | +14.7% |
| YTD | +20.7% | -53.4% | +74.1% | +22.8% |
| 1Y | +18.2% | -65.6% | +83.9% | +21.7% |
| 3Y | +73.3% | -5.1% | +78.4% | +63.9% |
| All | +15.2% | +18.1% | -3.0% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling