+82.7%
O vs AVAV
+358.8%
-276.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | +3.5% | 0.0% | +3.6% | +3.4% |
| 30D | +10.4% | -9.9% | +20.3% | +11.0% |
| 3M | -2.4% | -34.7% | +32.3% | +0.2% |
| 6M | -1.2% | -26.6% | +25.4% | -0.2% |
| YTD | +10.4% | -48.9% | +59.3% | +13.4% |
| 1Y | +11.4% | -63.0% | +74.4% | +17.5% |
| 3Y | +40.4% | +1.6% | +38.8% | +29.3% |
| 5Y | +12.1% | +34.5% | -22.3% | -2.9% |
| 10Y | +82.7% | +359.3% | -276.5% | +42.7% |
| All | +82.7% | +358.8% | -276.0% | +42.7% |
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 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