+90.9%
IT vs AVAV
+360.4%
-269.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.1% |
| 7D | -6.8% | +9.9% | -16.7% | -8.2% |
| 30D | -0.6% | -5.4% | +4.8% | -0.3% |
| 3M | +3.1% | -36.5% | +39.6% | +8.5% |
| 6M | +25.5% | -25.3% | +50.8% | +27.6% |
| YTD | -23.5% | -48.6% | +25.1% | -19.6% |
| 1Y | -16.6% | -62.1% | +45.4% | -8.7% |
| 3Y | -53.1% | +2.3% | -55.4% | -58.0% |
| 5Y | -41.4% | +35.4% | -76.8% | -52.1% |
| 10Y | +90.9% | +345.1% | -254.1% | +19.3% |
| All | +90.9% | +360.4% | -269.5% | +19.3% |
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