+82.5%
O vs AVAV
+360.4%
-277.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +0.6% | +9.9% | -9.3% | -0.2% |
| 30D | +9.4% | -5.4% | +14.8% | +9.6% |
| 3M | -2.4% | -36.5% | +34.2% | +0.4% |
| 6M | -1.9% | -25.3% | +23.4% | -1.0% |
| YTD | +10.5% | -48.6% | +59.0% | +13.4% |
| 1Y | +10.0% | -62.1% | +72.1% | +15.7% |
| 3Y | +40.5% | +2.3% | +38.2% | +29.3% |
| 5Y | +10.2% | +35.4% | -25.2% | -4.6% |
| 10Y | +82.5% | +345.1% | -262.6% | +43.2% |
| All | +82.5% | +360.4% | -277.9% | +43.2% |
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