+39.1%
O vs AVAV
-3.9%
+43.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.7% |
| 7D | -0.4% | +4.2% | -4.6% | -0.4% |
| 30D | +7.1% | -2.6% | +9.7% | +7.1% |
| 3M | -5.2% | -38.0% | +32.7% | -5.3% |
| 6M | -1.8% | -27.0% | +25.2% | -1.8% |
| YTD | +9.1% | -51.4% | +60.5% | +9.1% |
| 1Y | +9.7% | -60.2% | +69.9% | +9.7% |
| 3Y | +39.1% | -6.7% | +45.8% | +34.9% |
| All | +39.1% | -3.9% | +43.0% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling