+710.1%
GOOG vs AVAV
+327.1%
+382.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.0% |
| 7D | +4.8% | +18.4% | -13.5% | +2.4% |
| 30D | -15.5% | -4.9% | -10.6% | -15.4% |
| 3M | -13.7% | -37.7% | +24.0% | -8.8% |
| 6M | -23.0% | -28.4% | +5.5% | -21.2% |
| YTD | -5.7% | -50.0% | +44.3% | -0.4% |
| 1Y | +3.0% | -62.6% | +65.6% | +13.2% |
| 3Y | +122.4% | -0.6% | +123.0% | +99.9% |
| 5Y | +99.2% | +31.9% | +67.3% | +64.1% |
| All | +710.1% | +327.1% | +382.9% | +451.8% |
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