+3,711.2%
FIX vs AVAV
+339.7%
+3,371.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.9% |
| 7D | +6.4% | +9.9% | -3.4% | +4.3% |
| 30D | -29.1% | -5.4% | -23.7% | -28.1% |
| 3M | -31.1% | -36.5% | +5.4% | -23.9% |
| 6M | -42.8% | -25.3% | -17.5% | -40.6% |
| YTD | +24.6% | -48.6% | +73.2% | +36.8% |
| 1Y | +21.9% | -62.1% | +84.0% | +44.0% |
| 3Y | +524.9% | +2.3% | +522.6% | +451.1% |
| 5Y | +1,092.2% | +35.4% | +1,056.8% | +820.7% |
| All | +3,711.2% | +339.7% | +3,371.5% | +1,964.4% |
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