+515.0%
O vs AVAV
+478.6%
+36.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -1.9% | -13.9% | +12.0% | -0.4% |
| 3M | +3.8% | -29.2% | +33.1% | +6.9% |
| 6M | -4.7% | -36.1% | +31.4% | -1.5% |
| YTD | +12.5% | -40.2% | +52.7% | +15.7% |
| 1Y | +10.8% | -36.2% | +47.0% | +12.1% |
| 3Y | +28.8% | +47.5% | -18.7% | +10.5% |
| 5Y | +13.2% | +39.3% | -26.1% | -5.6% |
| 10Y | +53.5% | +482.6% | -429.1% | -7.3% |
| All | +515.0% | +478.6% | +36.4% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling