+686.6%
P vs AVAV
+361.4%
+325.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.5% | -6.9% | +0.9% |
| 7D | -23.8% | -10.6% | -13.2% | -21.5% |
| 30D | -36.6% | -18.8% | -17.8% | -33.2% |
| 3M | +10.9% | -34.1% | +45.0% | +22.5% |
| 6M | +30.0% | -35.3% | +65.3% | +39.8% |
| YTD | +44.4% | -53.4% | +97.8% | +62.9% |
| 1Y | +3.9% | -65.6% | +69.6% | +26.5% |
| 3Y | +176.6% | -5.1% | +181.7% | +139.3% |
| 5Y | +249.3% | +18.5% | +230.8% | +165.2% |
| All | +686.6% | +361.4% | +325.2% | +297.6% |
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