+761.1%
LOW vs AVAV
+478.6%
+282.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | -1.7% | -2.2% | +0.5% | -1.4% |
| 30D | -7.0% | -13.9% | +6.9% | -5.2% |
| 3M | -0.9% | -29.2% | +28.4% | +3.1% |
| 6M | -20.1% | -36.1% | +16.1% | -16.3% |
| YTD | -13.9% | -40.2% | +26.3% | -10.2% |
| 1Y | -21.1% | -36.2% | +15.1% | -19.5% |
| 3Y | -6.6% | +47.5% | -54.2% | -20.9% |
| 5Y | +9.4% | +39.3% | -29.9% | -9.9% |
| 10Y | +220.5% | +482.6% | -262.1% | +92.3% |
| All | +761.1% | +478.6% | +282.5% | +356.1% |
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 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