+677.8%
ON vs AVAV
+351.0%
+326.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -10.0% | -2.2% |
| 7D | -11.7% | -10.6% | -1.1% | -9.2% |
| 30D | -23.3% | -18.8% | -4.5% | -19.3% |
| 3M | -19.2% | -34.1% | +14.9% | -10.9% |
| 6M | -40.1% | -35.3% | -4.8% | -35.2% |
| YTD | +16.9% | -53.4% | +70.3% | +32.1% |
| 1Y | +29.7% | -65.6% | +95.4% | +58.3% |
| 3Y | -4.4% | -5.1% | +0.7% | -19.3% |
| 5Y | +7.1% | +18.5% | -11.5% | -20.4% |
| 10Y | +447.2% | +369.8% | +77.4% | +156.6% |
| All | +677.8% | +351.0% | +326.7% | +190.2% |
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 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