+78.6%
PR vs AVAV
-5.4%
+84.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -8.3% | +1.8% | -6.1% |
| 7D | -12.1% | -10.1% | -2.0% | -11.6% |
| 30D | +0.9% | -18.7% | +19.6% | +1.9% |
| 3M | +10.1% | -33.0% | +43.1% | +12.2% |
| 6M | +1.1% | -37.2% | +38.3% | +2.8% |
| YTD | +63.7% | -53.2% | +116.8% | +67.9% |
| 1Y | +87.0% | -69.0% | +156.0% | +102.3% |
| All | +78.6% | -5.4% | +84.0% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling