+3,653.2%
FIX vs AVAV
+361.4%
+3,291.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.5% | -5.0% | +3.0% |
| 7D | -17.5% | -10.6% | -6.9% | -15.0% |
| 30D | -41.6% | -18.8% | -22.8% | -38.6% |
| 3M | -40.6% | -34.1% | -6.5% | -34.9% |
| 6M | -49.4% | -35.3% | -14.0% | -45.6% |
| YTD | +9.2% | -53.4% | +62.6% | +22.6% |
| 1Y | +6.5% | -65.6% | +72.1% | +28.8% |
| 3Y | +448.7% | -5.1% | +453.8% | +391.6% |
| 5Y | +948.7% | +18.5% | +930.2% | +734.7% |
| All | +3,653.2% | +361.4% | +3,291.8% | +1,748.8% |
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