+26.8%
PL vs AVAV
+1.4%
+25.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +10.5% | -0.1% | +6.3% |
| 7D | -6.8% | -10.6% | +3.8% | -2.5% |
| 30D | -29.3% | -18.8% | -10.5% | -23.2% |
| 3M | -44.8% | -34.1% | -10.7% | -35.4% |
| 6M | -68.4% | -35.3% | -33.0% | -62.9% |
| YTD | -36.4% | -53.4% | +17.0% | -18.4% |
| 1Y | +0.7% | -65.6% | +66.4% | +43.3% |
| 3Y | +455.3% | -5.1% | +460.4% | +459.7% |
| 5Y | +22.7% | +18.5% | +4.2% | +5.2% |
| All | +26.8% | +1.4% | +25.4% | +8.9% |
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