+23.1%
Q vs AVAV
-71.0%
+94.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.5% | -4.1% | +4.6% |
| 7D | +0.3% | -10.6% | +10.9% | +1.9% |
| 30D | -9.8% | -18.8% | +9.0% | -7.1% |
| 3M | -12.2% | -34.1% | +21.9% | -7.0% |
| 6M | -21.6% | -35.3% | +13.7% | -17.7% |
| YTD | +43.6% | -53.4% | +96.9% | +50.4% |
| 1Y | +25.7% | -65.6% | +91.3% | +58.2% |
| All | +23.1% | -71.0% | +94.1% | +73.5% |
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