+1,091.2%
PSX vs AVAV
+379.6%
+711.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | -7.8% | 0.0% | -7.8% | -8.0% |
| 30D | -9.9% | -9.9% | 0.0% | -8.9% |
| 3M | +16.9% | -34.7% | +51.6% | +23.6% |
| 6M | +48.0% | -26.6% | +74.6% | +50.9% |
| YTD | +98.3% | -48.9% | +147.3% | +109.3% |
| 1Y | +86.2% | -63.0% | +149.2% | +106.8% |
| 3Y | +144.0% | +1.6% | +142.4% | +110.4% |
| 5Y | +287.7% | +34.5% | +253.2% | +197.7% |
| 10Y | +338.3% | +359.3% | -21.0% | +147.1% |
| All | +1,091.2% | +379.6% | +711.6% | +511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling