+79.8%
F vs AVAV
+361.4%
-281.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.2% | -2.3% |
| 7D | +1.6% | -10.6% | +12.1% | +3.0% |
| 30D | +2.6% | -18.8% | +21.4% | +5.5% |
| 3M | -8.8% | -34.1% | +25.3% | -3.4% |
| 6M | +4.6% | -35.3% | +40.0% | +9.5% |
| YTD | -1.9% | -53.4% | +51.5% | +5.9% |
| 1Y | -0.8% | -65.6% | +64.9% | +12.3% |
| 3Y | +43.5% | -5.1% | +48.5% | +27.0% |
| 5Y | -12.1% | +18.5% | -30.6% | -28.7% |
| All | +79.8% | +361.4% | -281.5% | +8.7% |
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