+14.8%
PL vs AVAV
-8.2%
+23.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -9.8% | -0.3% | -6.3% |
| 7D | -20.5% | -24.3% | +3.8% | -11.4% |
| 30D | -38.8% | -28.9% | -9.9% | -30.0% |
| 3M | -49.1% | -39.3% | -9.9% | -38.6% |
| 6M | -69.4% | -38.8% | -30.6% | -63.3% |
| YTD | -42.3% | -57.8% | +15.5% | -23.2% |
| 1Y | -14.2% | -70.9% | +56.7% | +29.7% |
| 3Y | +398.7% | -14.8% | +413.5% | +423.0% |
| 5Y | +11.1% | +7.3% | +3.8% | -1.1% |
| All | +14.8% | -8.2% | +23.1% | +2.4% |
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