+667.7%
GOOGL vs AVAV
+360.4%
+307.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +1.6% | +9.9% | -8.3% | +0.1% |
| 30D | -16.8% | -5.4% | -11.4% | -16.6% |
| 3M | -14.6% | -36.5% | +21.9% | -9.9% |
| 6M | -24.4% | -25.3% | +0.9% | -23.1% |
| YTD | -6.1% | -48.6% | +42.5% | -1.2% |
| 1Y | +1.0% | -62.1% | +63.1% | +10.8% |
| 3Y | +123.4% | +2.3% | +121.1% | +99.9% |
| 5Y | +103.2% | +35.4% | +67.9% | +66.6% |
| 10Y | +667.7% | +345.1% | +322.6% | +428.3% |
| All | +667.7% | +360.4% | +307.3% | +428.3% |
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