+291.3%
IR vs AVAV
+386.5%
-95.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | -2.8% | -2.2% | -0.6% | -2.5% |
| 30D | -15.1% | -13.9% | -1.2% | -13.2% |
| 3M | +6.1% | -29.2% | +35.3% | +11.1% |
| 6M | -16.8% | -36.1% | +19.3% | -12.1% |
| YTD | -3.5% | -40.2% | +36.7% | +1.4% |
| 1Y | -3.5% | -36.2% | +32.7% | -1.0% |
| 3Y | +9.5% | +47.5% | -38.1% | -9.5% |
| 5Y | +45.1% | +39.3% | +5.8% | +16.2% |
| All | +291.3% | +386.5% | -95.3% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling