+69.5%
PR vs AVAV
-39.1%
+108.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.7% |
| 7D | +2.9% | -2.2% | +5.1% | +2.8% |
| 30D | +18.0% | -13.9% | +32.0% | +17.2% |
| 3M | +16.9% | -29.2% | +46.1% | +15.8% |
| 6M | +28.2% | -36.1% | +64.3% | +27.4% |
| YTD | +69.3% | -40.2% | +109.5% | +69.5% |
| 1Y | +69.5% | -36.2% | +105.7% | +52.0% |
| All | +69.5% | -39.1% | +108.6% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling