+211.6%
GM vs AVAV
+315.4%
-103.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.2% |
| 7D | -0.2% | +4.2% | -4.4% | -0.9% |
| 30D | +3.6% | -2.6% | +6.1% | +3.5% |
| 3M | -0.2% | -38.0% | +37.7% | +7.0% |
| 6M | +13.9% | -27.0% | +40.9% | +17.0% |
| YTD | +6.5% | -51.4% | +57.9% | +14.6% |
| 1Y | +20.7% | -60.2% | +80.9% | +34.1% |
| 3Y | +229.5% | -6.7% | +236.1% | +188.7% |
| 5Y | +41.5% | +28.3% | +13.2% | +9.5% |
| All | +211.6% | +315.4% | -103.8% | +85.5% |
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