+244.8%
ORCL vs AVAV
+361.4%
-116.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.5% | -9.6% | -0.8% |
| 7D | -11.2% | -10.6% | -0.6% | -9.7% |
| 30D | -18.8% | -18.8% | 0.0% | -16.4% |
| 3M | -18.8% | -34.1% | +15.3% | -14.0% |
| 6M | -39.7% | -35.3% | -4.4% | -36.6% |
| YTD | -39.6% | -53.4% | +13.7% | -34.3% |
| 1Y | -51.7% | -65.6% | +13.9% | -45.4% |
| 3Y | +10.2% | -5.1% | +15.3% | +7.4% |
| 5Y | +30.8% | +18.5% | +12.3% | +20.4% |
| All | +244.8% | +361.4% | -116.6% | +153.0% |
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