+1,381.0%
NET vs AVAV
+83.4%
+1,297.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.3% | +5.8% | -0.3% |
| 7D | -16.4% | -10.1% | -6.3% | -13.9% |
| 30D | -25.8% | -18.7% | -7.1% | -21.6% |
| 3M | -11.5% | -33.0% | +21.5% | -1.8% |
| 6M | +18.9% | -37.2% | +56.1% | +30.7% |
| YTD | +35.2% | -53.2% | +88.4% | +54.5% |
| 1Y | +14.5% | -69.0% | +83.4% | +47.7% |
| 3Y | +313.8% | -5.5% | +319.3% | +237.0% |
| 5Y | +32.6% | +20.1% | +12.5% | -6.8% |
| All | +1,381.0% | +83.4% | +1,297.6% | +861.1% |
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 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