-17.8%
OVV vs AVAV
+478.6%
-496.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | +11.7% | -13.9% | +25.7% | +15.1% |
| 3M | +9.8% | -29.2% | +39.0% | +15.9% |
| 6M | +26.6% | -36.1% | +62.7% | +34.4% |
| YTD | +67.0% | -40.2% | +107.2% | +74.9% |
| 1Y | +55.9% | -36.2% | +92.1% | +57.6% |
| 3Y | +45.5% | +47.5% | -2.0% | +8.4% |
| 5Y | +157.3% | +39.3% | +118.1% | +84.5% |
| 10Y | +65.0% | +482.6% | -417.6% | -19.0% |
| All | -17.8% | +478.6% | -496.4% | -62.9% |
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