+346.5%
RF vs AVAV
+479.1%
-132.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.2% |
| 7D | +1.3% | -2.2% | +3.5% | +1.7% |
| 30D | -3.6% | -13.9% | +10.3% | -1.4% |
| 3M | +8.1% | -29.2% | +37.3% | +13.0% |
| 6M | +11.5% | -36.1% | +47.6% | +17.5% |
| YTD | +15.6% | -40.2% | +55.8% | +20.6% |
| 1Y | +15.7% | -36.2% | +51.9% | +17.4% |
| 3Y | +86.9% | +47.5% | +39.4% | +46.3% |
| 5Y | +89.8% | +39.3% | +50.5% | +42.6% |
| All | +346.5% | +479.1% | -132.6% | +95.6% |
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