+88.1%
IT vs AVAV
+358.8%
-270.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.8% |
| 7D | -7.5% | 0.0% | -7.5% | -7.7% |
| 30D | -1.2% | -9.9% | +8.8% | -0.3% |
| 3M | -2.2% | -34.7% | +32.5% | +2.6% |
| 6M | +19.1% | -26.6% | +45.7% | +21.4% |
| YTD | -25.1% | -48.9% | +23.8% | -21.2% |
| 1Y | -17.4% | -63.0% | +45.6% | -9.2% |
| 3Y | -54.1% | +1.6% | -55.7% | -58.8% |
| 5Y | -42.7% | +34.5% | -77.2% | -53.1% |
| 10Y | +88.1% | +359.3% | -271.1% | +17.8% |
| All | +88.1% | +358.8% | -270.6% | +17.8% |
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