+557.5%
P vs AVAV
+434.1%
+123.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.3% | +3.3% | -3.0% |
| 7D | -19.4% | -10.1% | -9.3% | -17.3% |
| 30D | -22.3% | -18.7% | -3.6% | -18.5% |
| 3M | +33.2% | -33.0% | +66.2% | +45.9% |
| 6M | +53.6% | -37.2% | +90.8% | +65.5% |
| YTD | +66.8% | -53.2% | +120.0% | +87.0% |
| 1Y | +17.5% | -69.0% | +86.5% | +45.7% |
| 3Y | +219.7% | -5.5% | +225.2% | +179.1% |
| 5Y | +307.8% | +20.1% | +287.7% | +213.2% |
| 10Y | +855.3% | +371.8% | +483.5% | +449.6% |
| All | +557.5% | +434.1% | +123.4% | +298.5% |
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