+15.8%
Q vs AVAV
-73.7%
+89.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.8% | +2.5% | -5.8% |
| 7D | -10.3% | -24.3% | +14.0% | -6.4% |
| 30D | -17.7% | -28.9% | +11.2% | -13.3% |
| 3M | -18.8% | -39.3% | +20.4% | -12.8% |
| 6M | -24.8% | -38.8% | +14.0% | -20.3% |
| YTD | +35.0% | -57.8% | +92.8% | +43.9% |
| 1Y | +10.7% | -70.9% | +81.6% | +49.3% |
| All | +15.8% | -73.7% | +89.5% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling