+231.3%
GM vs AVAV
+478.0%
-246.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | -1.5% |
| 7D | -1.1% | -3.2% | +2.1% | -0.6% |
| 30D | -4.6% | -25.6% | +21.0% | 0.0% |
| 3M | +0.2% | -20.2% | +20.4% | +2.6% |
| 6M | +12.6% | -38.1% | +50.7% | +19.2% |
| YTD | +3.7% | -41.8% | +45.5% | +9.0% |
| 1Y | +45.6% | -39.0% | +84.7% | +49.7% |
| 3Y | +162.0% | +24.1% | +137.9% | +118.8% |
| 5Y | +80.5% | +53.0% | +27.4% | +36.5% |
| 10Y | +231.3% | +493.8% | -262.5% | +85.3% |
| All | +231.3% | +478.0% | -246.7% | +85.3% |
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 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