+38.3%
OVV vs AVAV
-5.8%
+44.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.1% | -1.3% |
| 7D | -16.7% | -10.6% | -6.1% | -16.1% |
| 30D | -1.5% | -18.8% | +17.3% | -0.4% |
| 3M | +1.6% | -34.1% | +35.7% | +3.8% |
| 6M | +2.0% | -35.3% | +37.4% | +3.8% |
| YTD | +56.8% | -53.4% | +110.2% | +61.3% |
| 1Y | +64.8% | -65.6% | +130.5% | +76.5% |
| 3Y | +38.3% | -5.1% | +43.3% | +20.6% |
| All | +38.3% | -5.8% | +44.1% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling