+99.9%
IT vs AVAV
+361.4%
-261.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +10.5% | -14.5% | -5.4% |
| 7D | -16.9% | -10.6% | -6.3% | -15.9% |
| 30D | +2.3% | -18.8% | +21.1% | +4.7% |
| 3M | +2.9% | -34.1% | +37.0% | +7.8% |
| 6M | +25.9% | -35.3% | +61.2% | +30.5% |
| YTD | -24.6% | -53.4% | +28.7% | -19.7% |
| 1Y | -16.0% | -65.6% | +49.6% | -6.8% |
| 3Y | -51.6% | -5.1% | -46.5% | -56.2% |
| 5Y | -42.6% | +18.5% | -61.2% | -52.2% |
| All | +99.9% | +361.4% | -261.5% | +22.2% |
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