+311.3%
EMR vs AVAV
+361.4%
-50.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.5% | -10.6% | -1.9% |
| 7D | -1.6% | -10.6% | +9.0% | +0.1% |
| 30D | +2.0% | -18.8% | +20.8% | +5.3% |
| 3M | +3.8% | -34.1% | +37.9% | +10.7% |
| 6M | +10.5% | -35.3% | +45.9% | +16.4% |
| YTD | +23.7% | -53.4% | +77.1% | +35.3% |
| 1Y | +25.4% | -65.6% | +91.1% | +44.4% |
| 3Y | +86.6% | -5.1% | +91.6% | +67.9% |
| 5Y | +83.0% | +18.5% | +64.5% | +49.8% |
| All | +311.3% | +361.4% | -50.0% | +137.5% |
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 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