+67.3%
F vs AVAV
+315.4%
-248.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | -3.1% | +4.2% | -7.3% | -3.8% |
| 30D | 0.0% | -2.6% | +2.6% | 0.0% |
| 3M | -13.2% | -38.0% | +24.7% | -7.3% |
| 6M | -10.2% | -27.0% | +16.8% | -7.8% |
| YTD | -4.9% | -51.4% | +46.5% | +1.9% |
| 1Y | -6.1% | -60.2% | +54.1% | +3.7% |
| 3Y | +46.0% | -6.7% | +52.6% | +29.8% |
| 5Y | -15.7% | +28.3% | -44.0% | -32.7% |
| All | +67.3% | +315.4% | -248.1% | +2.2% |
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