+226.8%
LOW vs AVAV
+516.1%
-289.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -2.1% |
| 7D | +0.4% | +3.2% | -2.8% | 0.0% |
| 30D | -10.1% | -20.3% | +10.2% | -7.6% |
| 3M | -2.9% | -19.4% | +16.6% | -1.0% |
| 6M | -19.4% | -35.3% | +15.9% | -16.2% |
| YTD | -15.4% | -38.5% | +23.1% | -12.5% |
| 1Y | -24.9% | -37.2% | +12.3% | -23.4% |
| 3Y | -7.8% | +31.1% | -38.9% | -19.7% |
| 5Y | +8.4% | +41.0% | -32.6% | -10.2% |
| 10Y | +226.8% | +508.8% | -282.0% | +104.9% |
| All | +226.8% | +516.1% | -289.3% | +104.9% |
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