+72.1%
F vs AVAV
+339.7%
-267.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.4% |
| 7D | -2.1% | +9.9% | -12.0% | -3.8% |
| 30D | +3.3% | -5.4% | +8.7% | +3.7% |
| 3M | -11.3% | -36.5% | +25.2% | -5.6% |
| 6M | +5.3% | -25.3% | +30.6% | +7.7% |
| YTD | -2.2% | -48.6% | +46.3% | +3.9% |
| 1Y | -3.5% | -62.1% | +58.5% | +7.4% |
| 3Y | +49.5% | +2.3% | +47.2% | +30.9% |
| 5Y | -13.5% | +35.4% | -48.9% | -31.5% |
| All | +72.1% | +339.7% | -267.6% | +4.2% |
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 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