+203.7%
F vs AVAV
+308.3%
-104.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.8% | +8.7% | +0.8% |
| 7D | +1.4% | -24.3% | +25.7% | +6.6% |
| 30D | +2.0% | -28.9% | +30.9% | +8.5% |
| 3M | -10.4% | -39.3% | +28.9% | -2.1% |
| 6M | +9.7% | -38.8% | +48.5% | +17.3% |
| YTD | -1.2% | -57.8% | +56.6% | +10.7% |
| 1Y | 0.0% | -70.9% | +70.9% | +20.3% |
| 3Y | +41.1% | -14.8% | +55.9% | +25.7% |
| 5Y | -11.4% | +7.3% | -18.7% | -28.9% |
| 10Y | +85.0% | +325.3% | -240.4% | -4.5% |
| All | +203.7% | +308.3% | -104.6% | +31.3% |
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 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