-87.0%
OPEN vs AVAV
+62.6%
-149.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +10.5% | -32.3% | -25.5% |
| 7D | -22.2% | -10.6% | -11.6% | -20.3% |
| 30D | -38.3% | -18.8% | -19.5% | -34.5% |
| 3M | -59.4% | -34.1% | -25.3% | -53.9% |
| 6M | -74.4% | -35.3% | -39.0% | -71.6% |
| YTD | -76.0% | -53.4% | -22.6% | -70.7% |
| 1Y | -78.7% | -65.6% | -13.0% | -70.6% |
| 3Y | -30.0% | -5.1% | -24.9% | -51.3% |
| 5Y | -93.7% | +18.5% | -112.2% | -96.3% |
| All | -87.0% | +62.6% | -149.6% | -92.6% |
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