+7.1%
LOW vs AVAV
+28.1%
-21.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.4% |
| 7D | +1.4% | +4.2% | -2.8% | +1.0% |
| 30D | +21.7% | -2.6% | +24.3% | +21.6% |
| 3M | +5.0% | -38.0% | +43.0% | +9.2% |
| 6M | +4.6% | -27.0% | +31.6% | +6.2% |
| YTD | -3.5% | -51.4% | +47.9% | +0.8% |
| 1Y | +0.5% | -60.2% | +60.8% | +6.8% |
| 3Y | +24.8% | -6.7% | +31.5% | +15.1% |
| All | +7.1% | +28.1% | -21.0% | -9.4% |
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