-86.9%
OPEN vs AVAV
+83.0%
-170.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | -3.7% |
| 7D | -21.7% | +3.2% | -24.8% | -23.9% |
| 30D | -36.5% | -7.4% | -29.1% | -35.8% |
| 3M | -59.5% | -32.0% | -27.5% | -54.5% |
| 6M | -71.9% | -24.6% | -47.3% | -70.6% |
| YTD | -75.8% | -47.5% | -28.3% | -71.8% |
| 1Y | -78.5% | -61.5% | -17.0% | -71.7% |
| 3Y | -30.2% | +5.5% | -35.7% | -53.3% |
| 5Y | -93.3% | +35.7% | -129.0% | -96.3% |
| All | -86.9% | +83.0% | -170.0% | -92.9% |
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