+247.2%
ORCL vs AVAV
+357.1%
-109.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.1% |
| 7D | -6.5% | 0.0% | -6.5% | -6.7% |
| 30D | -16.6% | -9.9% | -6.6% | -15.4% |
| 3M | -21.6% | -34.7% | +13.1% | -16.9% |
| 6M | -39.4% | -26.6% | -12.7% | -37.5% |
| YTD | -38.7% | -48.9% | +10.3% | -34.2% |
| 1Y | -50.4% | -63.0% | +12.7% | -44.5% |
| 3Y | +8.1% | +1.6% | +6.5% | +4.1% |
| 5Y | +34.5% | +34.5% | 0.0% | +21.5% |
| All | +247.2% | +357.1% | -109.9% | +157.6% |
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