+851.7%
LOW vs AVAV
+351.0%
+500.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.5% | -11.6% | -2.7% |
| 7D | +7.4% | -10.6% | +18.0% | +8.8% |
| 30D | +24.5% | -18.8% | +43.3% | +27.6% |
| 3M | +3.5% | -34.1% | +37.6% | +8.9% |
| 6M | -2.6% | -35.3% | +32.8% | +1.5% |
| YTD | -4.8% | -53.4% | +48.5% | +2.2% |
| 1Y | -0.8% | -65.6% | +64.8% | +11.1% |
| 3Y | +22.8% | -5.1% | +27.9% | +11.3% |
| 5Y | +5.3% | +18.5% | -13.2% | -11.8% |
| 10Y | +309.5% | +369.8% | -60.3% | +151.8% |
| All | +851.7% | +351.0% | +500.7% | +419.2% |
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