+24.5%
Q vs AVAV
-69.8%
+94.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.0% |
| 7D | +1.2% | +4.2% | -3.1% | +0.4% |
| 30D | -2.7% | -2.6% | -0.1% | -2.5% |
| 3M | -16.9% | -38.0% | +21.0% | -11.1% |
| 6M | -26.9% | -27.0% | +0.1% | -24.9% |
| YTD | +45.2% | -51.4% | +96.6% | +51.1% |
| 1Y | +38.1% | -60.2% | +98.4% | +59.1% |
| All | +24.5% | -69.8% | +94.3% | +74.2% |
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 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