+319.4%
IR vs AVAV
+243.4%
+76.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.8% | +7.1% | -1.1% |
| 7D | +2.3% | -24.3% | +26.6% | +7.1% |
| 30D | +3.3% | -28.9% | +32.2% | +9.2% |
| 3M | -9.0% | -39.3% | +30.2% | -1.7% |
| 6M | +8.0% | -38.8% | +46.8% | +14.8% |
| YTD | +3.4% | -57.8% | +61.2% | +14.8% |
| 1Y | +4.5% | -70.9% | +75.4% | +23.6% |
| 3Y | +25.6% | -14.8% | +40.4% | +14.8% |
| 5Y | +43.8% | +7.3% | +36.5% | +19.7% |
| All | +319.4% | +243.4% | +76.1% | +151.9% |
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 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