+485.4%
P vs AVAV
+582.3%
-97.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.8% |
| 7D | +6.5% | -2.2% | +8.8% | +7.1% |
| 30D | +18.8% | -13.9% | +32.8% | +22.9% |
| 3M | +26.7% | -29.2% | +56.0% | +35.4% |
| 6M | +62.2% | -36.1% | +98.3% | +74.0% |
| YTD | +48.5% | -40.2% | +88.7% | +57.5% |
| 1Y | +26.4% | -36.2% | +62.6% | +30.1% |
| 3Y | +159.4% | +47.5% | +111.9% | +101.2% |
| 5Y | +275.8% | +39.3% | +236.5% | +179.4% |
| 10Y | +732.0% | +482.6% | +249.5% | +353.4% |
| All | +485.4% | +582.3% | -97.0% | +235.5% |
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