-24.8%
Q vs AVAV
-43.9%
+19.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.8% | +2.5% | -5.9% |
| 7D | -10.3% | -24.3% | +14.0% | -6.9% |
| 30D | -17.7% | -28.9% | +11.2% | -13.9% |
| 3M | -18.8% | -39.3% | +20.4% | -13.7% |
| 6M | -24.8% | -38.8% | +14.0% | -20.1% |
| All | -24.8% | -43.9% | +19.1% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling