+325.3%
IR vs AVAV
+279.3%
+46.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.5% | -9.1% | -0.4% |
| 7D | +3.7% | -10.6% | +14.3% | +5.4% |
| 30D | +7.4% | -18.8% | +26.2% | +10.9% |
| 3M | -5.9% | -34.1% | +28.2% | +0.2% |
| 6M | +5.6% | -35.3% | +40.9% | +11.1% |
| YTD | +4.8% | -53.4% | +58.2% | +14.4% |
| 1Y | +6.9% | -65.6% | +72.6% | +22.8% |
| 3Y | +27.6% | -5.1% | +32.6% | +14.3% |
| 5Y | +45.8% | +18.5% | +27.3% | +19.2% |
| All | +325.3% | +279.3% | +46.0% | +150.9% |
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