+44.9%
IR vs AVAV
+28.1%
+16.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.1% |
| 7D | +2.5% | +4.2% | -1.7% | +1.9% |
| 30D | +9.2% | -2.6% | +11.7% | +9.2% |
| 3M | +0.9% | -38.0% | +38.9% | +6.9% |
| 6M | +19.2% | -27.0% | +46.2% | +22.0% |
| YTD | +7.5% | -51.4% | +58.9% | +14.4% |
| 1Y | +11.7% | -60.2% | +72.0% | +21.9% |
| 3Y | +23.9% | -6.7% | +30.6% | +14.7% |
| All | +44.9% | +28.1% | +16.8% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling