+655.3%
P vs AVAV
+360.4%
+294.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.3% |
| 7D | -4.7% | +9.9% | -14.6% | -6.7% |
| 30D | -31.4% | -5.4% | -26.0% | -30.4% |
| 3M | -2.6% | -36.5% | +33.9% | +8.3% |
| 6M | +21.9% | -25.3% | +47.2% | +26.5% |
| YTD | +58.9% | -48.6% | +107.5% | +74.9% |
| 1Y | +21.7% | -62.1% | +83.8% | +44.4% |
| 3Y | +193.3% | +2.3% | +191.0% | +149.4% |
| 5Y | +275.1% | +35.4% | +239.8% | +175.2% |
| 10Y | +655.3% | +345.1% | +310.2% | +311.7% |
| All | +655.3% | +360.4% | +294.9% | +311.7% |
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