+188.6%
ITW vs AVAV
+478.0%
-289.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.6% | -1.1% |
| 7D | -1.9% | -3.2% | +1.3% | -1.5% |
| 30D | -10.4% | -25.6% | +15.2% | -7.3% |
| 3M | +3.5% | -20.2% | +23.8% | +5.4% |
| 6M | -3.4% | -38.1% | +34.7% | +0.6% |
| YTD | +8.5% | -41.8% | +50.3% | +12.4% |
| 1Y | +3.2% | -39.0% | +42.3% | +5.1% |
| 3Y | +18.9% | +24.1% | -5.2% | +3.6% |
| 5Y | +35.0% | +53.0% | -18.0% | +8.9% |
| 10Y | +188.6% | +493.8% | -305.2% | +65.1% |
| All | +188.6% | +478.0% | -289.4% | +65.1% |
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