-37.4%
DOW vs AVAV
+39.7%
-77.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.9% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | +0.4% | -13.9% | +14.3% | +1.4% |
| 3M | -14.4% | -29.2% | +14.8% | -12.4% |
| 6M | -7.0% | -36.1% | +29.2% | -4.4% |
| YTD | +30.2% | -40.2% | +70.4% | +33.8% |
| 1Y | +29.2% | -36.2% | +65.4% | +31.0% |
| 3Y | -36.7% | +47.5% | -84.2% | -44.2% |
| All | -37.4% | +39.7% | -77.1% | -44.2% |
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