+81.0%
F vs AVAV
+423.1%
-342.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.6% | -12.0% | -1.2% |
| 7D | -0.6% | +3.2% | -3.8% | -1.5% |
| 30D | +2.9% | -7.4% | +10.3% | +3.6% |
| 3M | -9.5% | -32.0% | +22.5% | -4.6% |
| 6M | +4.0% | -24.6% | +28.6% | +6.2% |
| YTD | -1.3% | -47.5% | +46.2% | +4.6% |
| 1Y | -1.9% | -61.5% | +59.5% | +9.0% |
| 3Y | +53.5% | +5.5% | +48.0% | +33.6% |
| 5Y | -15.1% | +35.7% | -50.9% | -32.7% |
| 10Y | +81.0% | +379.1% | -298.1% | +10.2% |
| All | +81.0% | +423.1% | -342.1% | +10.2% |
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