+70.5%
ILMN vs AVAV
+423.1%
-352.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.6% | -9.0% | +1.2% |
| 7D | -2.6% | +3.2% | -5.7% | -3.3% |
| 30D | -20.6% | -7.4% | -13.2% | -19.5% |
| 3M | +17.5% | -32.0% | +49.5% | +25.6% |
| 6M | +55.6% | -24.6% | +80.2% | +60.0% |
| YTD | +68.3% | -47.5% | +115.8% | +79.7% |
| 1Y | +81.1% | -61.5% | +142.6% | +105.6% |
| 3Y | +112.2% | +5.5% | +106.7% | +77.7% |
| 5Y | -42.6% | +35.7% | -78.3% | -56.6% |
| 10Y | +70.5% | +379.1% | -308.6% | -0.3% |
| All | +70.5% | +423.1% | -352.6% | -0.3% |
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