+81.1%
F vs AVAV
+317.7%
-236.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.8% | +8.7% | +0.4% |
| 7D | +1.4% | -24.3% | +25.7% | +5.5% |
| 30D | +2.0% | -28.9% | +30.9% | +7.1% |
| 3M | -10.4% | -39.3% | +28.9% | -3.8% |
| 6M | +9.7% | -38.8% | +48.5% | +15.8% |
| YTD | -1.2% | -57.8% | +56.6% | +8.4% |
| 1Y | 0.0% | -70.9% | +70.9% | +16.3% |
| 3Y | +41.1% | -14.8% | +55.9% | +27.1% |
| 5Y | -11.4% | +7.3% | -18.7% | -27.0% |
| All | +81.1% | +317.7% | -236.5% | +11.3% |
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