+798.0%
IT vs AVAV
+478.6%
+319.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.3% |
| 7D | -6.0% | -2.2% | -3.8% | -5.7% |
| 30D | 0.0% | -13.9% | +13.9% | +2.1% |
| 3M | +13.1% | -29.2% | +42.3% | +17.9% |
| 6M | +11.7% | -36.1% | +47.8% | +17.4% |
| YTD | -26.1% | -40.2% | +14.1% | -22.8% |
| 1Y | -21.3% | -36.2% | +15.0% | -19.6% |
| 3Y | -46.7% | +47.5% | -94.3% | -55.9% |
| 5Y | -40.5% | +39.3% | -79.8% | -52.4% |
| 10Y | +103.9% | +482.6% | -378.7% | +11.0% |
| All | +798.0% | +478.6% | +319.4% | +274.0% |
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