+48.4%
IR vs AVAV
+39.7%
+8.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | -2.8% | -2.2% | -0.6% | -2.5% |
| 30D | -15.1% | -13.9% | -1.2% | -13.6% |
| 3M | +6.1% | -29.2% | +35.3% | +9.9% |
| 6M | -16.8% | -36.1% | +19.3% | -13.3% |
| YTD | -3.5% | -40.2% | +36.7% | +0.3% |
| 1Y | -3.5% | -36.2% | +32.7% | -1.5% |
| 3Y | +9.5% | +47.5% | -38.1% | -4.5% |
| All | +48.4% | +39.7% | +8.7% | +24.6% |
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