+488.5%
NDAQ vs AVAV
+315.4%
+173.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | +0.2% |
| 7D | +1.3% | +4.2% | -3.0% | +0.7% |
| 30D | +18.0% | -2.6% | +20.5% | +17.9% |
| 3M | +11.5% | -38.0% | +49.5% | +17.2% |
| 6M | +21.1% | -27.0% | +48.1% | +23.3% |
| YTD | +12.8% | -51.4% | +64.2% | +19.0% |
| 1Y | +25.7% | -60.2% | +85.9% | +35.7% |
| 3Y | +116.8% | -6.7% | +123.5% | +98.6% |
| 5Y | +67.3% | +28.3% | +38.9% | +41.5% |
| All | +488.5% | +315.4% | +173.1% | +310.0% |
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