+254.3%
F vs AVAV
+478.6%
-224.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | +5.3% | -2.2% | +7.6% | +5.8% |
| 30D | +4.6% | -13.9% | +18.5% | +7.5% |
| 3M | -3.7% | -29.2% | +25.6% | +1.2% |
| 6M | +16.8% | -36.1% | +53.0% | +24.0% |
| YTD | +15.3% | -40.2% | +55.5% | +21.5% |
| 1Y | +31.0% | -36.2% | +67.2% | +34.6% |
| 3Y | +45.4% | +47.5% | -2.1% | +15.6% |
| 5Y | +54.7% | +39.3% | +15.4% | +18.9% |
| 10Y | +98.2% | +482.6% | -384.3% | -3.0% |
| All | +254.3% | +478.6% | -224.3% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling