+78.2%
O vs AVAV
+423.1%
-344.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.6% | -11.8% | -0.1% |
| 7D | +3.3% | +3.2% | +0.2% | +2.9% |
| 30D | +10.3% | -7.4% | +17.7% | +10.7% |
| 3M | -3.5% | -32.0% | +28.5% | -1.2% |
| 6M | -1.3% | -24.6% | +23.3% | -0.5% |
| YTD | +10.3% | -47.5% | +57.8% | +13.1% |
| 1Y | +10.4% | -61.5% | +71.9% | +16.0% |
| 3Y | +40.0% | +5.5% | +34.5% | +28.6% |
| 5Y | +12.4% | +35.7% | -23.4% | -2.6% |
| 10Y | +78.2% | +379.1% | -300.9% | +39.3% |
| All | +78.2% | +423.1% | -344.9% | +39.3% |
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