-22.4%
OVV vs AVAV
+308.3%
-330.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.8% | +7.0% | -0.6% |
| 7D | -14.9% | -24.3% | +9.4% | -9.5% |
| 30D | -0.9% | -28.9% | +28.0% | +6.6% |
| 3M | +5.6% | -39.3% | +44.8% | +16.9% |
| 6M | -2.5% | -38.8% | +36.3% | +4.5% |
| YTD | +57.8% | -57.8% | +115.6% | +77.7% |
| 1Y | +70.1% | -70.9% | +141.0% | +108.7% |
| 3Y | +35.1% | -14.8% | +49.9% | +15.4% |
| 5Y | +86.1% | +7.3% | +78.8% | +40.5% |
| 10Y | +55.5% | +325.3% | -269.8% | -18.4% |
| All | -22.4% | +308.3% | -330.7% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling