+5.6%
LOW vs AVAV
+18.1%
-12.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.5% | -11.6% | -2.1% |
| 7D | +7.4% | -10.6% | +18.0% | +8.3% |
| 30D | +24.5% | -18.8% | +43.3% | +26.5% |
| 3M | +3.5% | -34.1% | +37.6% | +6.9% |
| 6M | -2.6% | -35.3% | +32.8% | +0.1% |
| YTD | -4.8% | -53.4% | +48.5% | -0.2% |
| 1Y | -0.8% | -65.6% | +64.8% | +6.8% |
| 3Y | +22.8% | -5.1% | +27.9% | +12.8% |
| All | +5.6% | +18.1% | -12.5% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling