+224.3%
INTC vs AVAV
+502.7%
-278.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +4.8% |
| 7D | +7.1% | -2.2% | +9.3% | +7.4% |
| 30D | -5.2% | -13.9% | +8.7% | -3.1% |
| 3M | -14.3% | -29.2% | +14.9% | -10.2% |
| 6M | +110.2% | -36.1% | +146.3% | +121.2% |
| YTD | +159.6% | -40.2% | +199.8% | +170.7% |
| 1Y | +289.3% | -36.2% | +325.5% | +299.3% |
| 3Y | +166.1% | +47.5% | +118.5% | +121.3% |
| 5Y | +94.4% | +39.3% | +55.1% | +57.3% |
| All | +224.3% | +502.7% | -278.4% | +98.7% |
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