+290.3%
D vs AVAV
+308.3%
-18.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.8% | +9.7% | +0.6% |
| 7D | +6.9% | -24.3% | +31.3% | +9.0% |
| 30D | +12.3% | -28.9% | +41.2% | +14.9% |
| 3M | +3.0% | -39.3% | +42.3% | +6.5% |
| 6M | +12.8% | -38.8% | +51.6% | +15.7% |
| YTD | +22.6% | -57.8% | +80.4% | +28.0% |
| 1Y | +21.7% | -70.9% | +92.5% | +30.6% |
| 3Y | +83.9% | -14.8% | +98.7% | +74.8% |
| 5Y | +14.0% | +7.3% | +6.7% | +3.5% |
| 10Y | +45.6% | +325.3% | -279.8% | +7.8% |
| All | +290.3% | +308.3% | -18.0% | +158.5% |
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 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