+269.0%
D vs AVAV
+478.6%
-209.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | +0.4% | -2.2% | +2.7% | +0.6% |
| 30D | -3.6% | -13.9% | +10.4% | -2.6% |
| 3M | -1.0% | -29.2% | +28.2% | +1.0% |
| 6M | +6.3% | -36.1% | +42.4% | +8.8% |
| YTD | +14.7% | -40.2% | +54.9% | +17.0% |
| 1Y | +16.9% | -36.2% | +53.1% | +18.0% |
| 3Y | +56.8% | +47.5% | +9.3% | +42.5% |
| 5Y | +5.2% | +39.3% | -34.1% | -5.9% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling