+516.0%
ON vs AVAV
+423.1%
+92.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +12.6% | -3.4% | +6.1% |
| 7D | -1.4% | +3.2% | -4.6% | -2.2% |
| 30D | -10.9% | -7.4% | -3.5% | -9.4% |
| 3M | -14.9% | -32.0% | +17.2% | -7.2% |
| 6M | -33.0% | -24.6% | -8.5% | -30.4% |
| YTD | +27.6% | -47.5% | +75.1% | +39.3% |
| 1Y | +44.5% | -61.5% | +106.0% | +70.6% |
| 3Y | +7.4% | +5.5% | +1.9% | -13.6% |
| 5Y | +18.7% | +35.7% | -17.0% | -17.9% |
| 10Y | +516.0% | +379.1% | +136.9% | +194.3% |
| All | +516.0% | +423.1% | +92.8% | +194.3% |
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 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