+365.6%
PSX vs AVAV
+502.7%
-137.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +4.5% | -2.2% | +6.8% | +4.9% |
| 30D | +26.6% | -13.9% | +40.5% | +29.0% |
| 3M | +39.3% | -29.2% | +68.5% | +44.5% |
| 6M | +56.8% | -36.1% | +92.9% | +63.7% |
| YTD | +101.8% | -40.2% | +142.0% | +108.9% |
| 1Y | +99.6% | -36.2% | +135.8% | +101.0% |
| 3Y | +140.3% | +47.5% | +92.8% | +92.3% |
| 5Y | +339.3% | +39.3% | +300.1% | +238.1% |
| All | +365.6% | +502.7% | -137.1% | +152.4% |
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