+83.0%
PL vs AVAV
+30.1%
+53.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.6% |
| 7D | -9.3% | -2.2% | -7.1% | -8.6% |
| 30D | -18.9% | -13.9% | -5.0% | -14.5% |
| 3M | -58.4% | -29.2% | -29.1% | -53.0% |
| 6M | -30.3% | -36.1% | +5.8% | -19.2% |
| YTD | -8.1% | -40.2% | +32.1% | +6.9% |
| 1Y | +180.5% | -36.2% | +216.7% | +221.2% |
| 3Y | +444.1% | +47.5% | +396.6% | +370.5% |
| 5Y | +83.0% | +39.3% | +43.8% | +42.3% |
| All | +83.0% | +30.1% | +53.0% | +42.5% |
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 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