+58.4%
NDAQ vs AVAV
+39.7%
+18.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.7% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | +2.5% | -13.9% | +16.4% | +3.7% |
| 3M | +9.9% | -29.2% | +39.2% | +12.7% |
| 6M | +9.4% | -36.1% | +45.6% | +12.8% |
| YTD | +0.4% | -40.2% | +40.6% | +3.2% |
| 1Y | +4.0% | -36.2% | +40.2% | +5.4% |
| 3Y | +94.4% | +47.5% | +46.9% | +68.9% |
| All | +58.4% | +39.7% | +18.7% | +33.7% |
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