+750.9%
GOOGL vs AVAV
+516.1%
+234.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.4% |
| 7D | +1.1% | +3.2% | -2.1% | +0.6% |
| 30D | -4.4% | -20.3% | +15.9% | -1.7% |
| 3M | -6.8% | -19.4% | +12.6% | -5.1% |
| 6M | +13.6% | -35.3% | +48.8% | +18.3% |
| YTD | +8.3% | -38.5% | +46.8% | +11.9% |
| 1Y | +44.9% | -37.2% | +82.1% | +47.9% |
| 3Y | +150.5% | +31.1% | +119.4% | +117.6% |
| 5Y | +137.7% | +41.0% | +96.7% | +95.9% |
| 10Y | +750.9% | +508.8% | +242.2% | +463.4% |
| All | +750.9% | +516.1% | +234.9% | +463.4% |
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