+18.0%
Q vs AVAV
-68.0%
+86.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | +1.2% |
| 7D | -3.3% | -10.1% | +6.8% | -1.8% |
| 30D | -9.7% | -18.7% | +9.0% | -6.9% |
| 3M | -16.1% | -33.0% | +16.9% | -11.3% |
| 6M | -15.7% | -37.2% | +21.5% | -11.0% |
| YTD | +45.7% | -53.2% | +98.9% | +52.4% |
| 1Y | +18.0% | -69.0% | +87.0% | +61.4% |
| All | +18.0% | -68.0% | +86.0% | +61.4% |
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 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