-10.4%
DOW vs AVAV
+110.0%
-120.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | 0.0% |
| 7D | -2.9% | +3.2% | -6.1% | -3.4% |
| 30D | +2.0% | -20.3% | +22.3% | +5.4% |
| 3M | -12.5% | -19.4% | +6.9% | -10.8% |
| 6M | -9.2% | -35.3% | +26.1% | -4.8% |
| YTD | +30.8% | -38.5% | +69.3% | +36.1% |
| 1Y | +29.4% | -37.2% | +66.6% | +32.2% |
| 3Y | -34.6% | +31.1% | -65.7% | -47.1% |
| 5Y | -35.9% | +41.0% | -77.0% | -51.8% |
| All | -10.4% | +110.0% | -120.4% | -53.1% |
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