-11.4%
F vs AVAV
+7.1%
-18.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.8% | +8.7% | +0.1% |
| 7D | +1.4% | -24.3% | +25.7% | +4.6% |
| 30D | +2.0% | -28.9% | +30.9% | +6.0% |
| 3M | -10.4% | -39.3% | +28.9% | -5.3% |
| 6M | +9.7% | -38.8% | +48.5% | +14.5% |
| YTD | -1.2% | -57.8% | +56.6% | +6.3% |
| 1Y | 0.0% | -70.9% | +70.9% | +12.9% |
| 3Y | +41.1% | -14.8% | +55.9% | +26.9% |
| 5Y | -11.4% | +7.3% | -18.7% | -20.7% |
| All | -11.4% | +7.1% | -18.5% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling