+340.0%
IR vs AVAV
+315.4%
+24.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.7% |
| 7D | +1.5% | 0.0% | +1.6% | +1.3% |
| 30D | +9.0% | -9.9% | +19.0% | +10.5% |
| 3M | -0.9% | -34.7% | +33.8% | +5.8% |
| 6M | +13.4% | -26.6% | +40.0% | +16.7% |
| YTD | +8.5% | -48.9% | +57.4% | +16.4% |
| 1Y | +11.3% | -63.0% | +74.3% | +26.1% |
| 3Y | +26.0% | +1.6% | +24.4% | +11.7% |
| 5Y | +47.9% | +34.5% | +13.4% | +18.0% |
| All | +340.0% | +315.4% | +24.6% | +155.5% |
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