+634.6%
P vs AVAV
+315.4%
+319.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.2% |
| 7D | +11.6% | +4.2% | +7.4% | +10.4% |
| 30D | -23.7% | -2.6% | -21.1% | -23.1% |
| 3M | -8.0% | -38.0% | +30.0% | +3.0% |
| 6M | +27.9% | -27.0% | +54.9% | +33.5% |
| YTD | +61.2% | -51.4% | +112.6% | +79.7% |
| 1Y | +28.6% | -60.2% | +88.8% | +50.3% |
| 3Y | +200.5% | -6.7% | +207.1% | +161.7% |
| 5Y | +282.9% | +28.3% | +254.6% | +184.7% |
| All | +634.6% | +315.4% | +319.2% | +310.2% |
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