+104.1%
IT vs AVAV
+479.1%
-375.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.4% |
| 7D | -6.0% | -2.2% | -3.8% | -5.7% |
| 30D | 0.0% | -13.9% | +13.9% | +1.7% |
| 3M | +13.1% | -29.2% | +42.3% | +17.1% |
| 6M | +11.7% | -36.1% | +47.8% | +16.5% |
| YTD | -26.1% | -40.2% | +14.1% | -23.3% |
| 1Y | -21.3% | -36.2% | +15.0% | -19.9% |
| 3Y | -46.7% | +47.5% | -94.3% | -54.8% |
| 5Y | -40.5% | +39.3% | -79.8% | -51.1% |
| All | +104.1% | +479.1% | -375.0% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling