+209.8%
RF vs AVAV
+327.1%
-117.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | +0.4% | +18.4% | -18.0% | -2.6% |
| 30D | +5.6% | -4.9% | +10.5% | +5.9% |
| 3M | -8.9% | -37.7% | +28.8% | -2.2% |
| 6M | +7.1% | -28.4% | +35.5% | +10.1% |
| YTD | +8.3% | -50.0% | +58.4% | +15.6% |
| 1Y | +16.8% | -62.6% | +79.5% | +31.3% |
| 3Y | +115.0% | -0.6% | +115.6% | +83.3% |
| 5Y | +46.4% | +31.9% | +14.5% | +9.9% |
| All | +209.8% | +327.1% | -117.3% | +61.8% |
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