+109.3%
INTC vs AVAV
+423.1%
-313.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.6% | -7.1% | +3.3% |
| 7D | -1.0% | +3.2% | -4.2% | -1.6% |
| 30D | -43.3% | -7.4% | -35.9% | -42.4% |
| 3M | -41.6% | -32.0% | -9.6% | -37.8% |
| 6M | -52.5% | -24.6% | -27.9% | -50.8% |
| YTD | +60.9% | -47.5% | +108.4% | +71.7% |
| 1Y | +55.7% | -61.5% | +117.2% | +75.0% |
| 3Y | +59.2% | +5.5% | +53.7% | +41.9% |
| 5Y | +25.0% | +35.7% | -10.7% | +1.8% |
| 10Y | +109.3% | +379.1% | -269.8% | +39.7% |
| All | +109.3% | +423.1% | -313.8% | +39.7% |
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