+652.6%
P vs AVAV
+358.8%
+293.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | -13.3% | 0.0% | -13.3% | -13.2% |
| 30D | -34.0% | -9.9% | -24.1% | -32.2% |
| 3M | +4.1% | -34.7% | +38.8% | +15.1% |
| 6M | +30.5% | -26.6% | +57.1% | +36.0% |
| YTD | +52.2% | -48.9% | +101.1% | +67.8% |
| 1Y | +10.3% | -63.0% | +73.3% | +31.7% |
| 3Y | +180.9% | +1.6% | +179.3% | +139.1% |
| 5Y | +259.7% | +34.5% | +225.2% | +164.1% |
| 10Y | +652.6% | +359.3% | +293.3% | +301.1% |
| All | +652.6% | +358.8% | +293.9% | +301.1% |
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