+107.3%
PR vs AVAV
+479.1%
-371.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.4% |
| 30D | +18.0% | -13.9% | +32.0% | +21.2% |
| 3M | +16.9% | -29.2% | +46.1% | +23.0% |
| 6M | +28.2% | -36.1% | +64.3% | +35.8% |
| YTD | +69.3% | -40.2% | +109.5% | +76.5% |
| 1Y | +69.5% | -36.2% | +105.7% | +70.0% |
| 3Y | +81.7% | +47.5% | +34.2% | +30.2% |
| 5Y | +422.2% | +39.3% | +383.0% | +259.2% |
| All | +107.3% | +479.1% | -371.8% | +20.4% |
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