+755.2%
ON vs AVAV
+394.0%
+361.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.4% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | -10.2% | -9.9% | -0.3% | -8.0% |
| 3M | -12.7% | -34.7% | +22.0% | -3.5% |
| 6M | -32.5% | -26.6% | -5.9% | -29.3% |
| YTD | +28.6% | -48.9% | +77.5% | +42.0% |
| 1Y | +43.4% | -63.0% | +106.4% | +71.8% |
| 3Y | +3.3% | +1.6% | +1.7% | -14.2% |
| 5Y | +22.5% | +34.5% | -12.0% | -11.9% |
| 10Y | +535.7% | +359.3% | +176.4% | +200.8% |
| All | +755.2% | +394.0% | +361.2% | +211.8% |
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