+27.6%
IR vs AVAV
-5.8%
+33.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.5% | -9.1% | +0.1% |
| 7D | +3.7% | -10.6% | +14.3% | +4.9% |
| 30D | +7.4% | -18.8% | +26.2% | +10.0% |
| 3M | -5.9% | -34.1% | +28.2% | -1.5% |
| 6M | +5.6% | -35.3% | +40.9% | +9.6% |
| YTD | +4.8% | -53.4% | +58.2% | +11.7% |
| 1Y | +6.9% | -65.6% | +72.6% | +18.3% |
| 3Y | +27.6% | -5.1% | +32.6% | +21.8% |
| All | +27.6% | -5.8% | +33.3% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling