+158.6%
GE vs AVAV
+360.4%
-201.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +4.0% | +9.9% | -5.8% | +2.2% |
| 30D | +11.1% | -5.4% | +16.5% | +11.7% |
| 3M | -6.7% | -36.5% | +29.8% | -0.1% |
| 6M | +14.3% | -25.3% | +39.5% | +17.2% |
| YTD | +11.7% | -48.6% | +60.3% | +19.4% |
| 1Y | +10.9% | -62.1% | +73.0% | +24.9% |
| 3Y | +279.0% | +2.3% | +276.7% | +238.5% |
| 5Y | +427.0% | +35.4% | +391.6% | +324.9% |
| 10Y | +158.6% | +345.1% | -186.5% | +71.0% |
| All | +158.6% | +360.4% | -201.8% | +71.0% |
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