+9.2%
O vs AVAV
+31.5%
-22.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.4% |
| 7D | -0.4% | +18.4% | -18.8% | -0.9% |
| 30D | +8.3% | -4.9% | +13.2% | +8.4% |
| 3M | -4.0% | -37.7% | +33.7% | -2.8% |
| 6M | -2.6% | -28.4% | +25.8% | -2.1% |
| YTD | +9.9% | -50.0% | +59.9% | +11.3% |
| 1Y | +9.8% | -62.6% | +72.5% | +12.5% |
| 3Y | +39.7% | -0.6% | +40.3% | +31.6% |
| 5Y | +9.2% | +31.9% | -22.8% | -1.3% |
| All | +9.2% | +31.5% | -22.3% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling