+43.7%
RF vs AVAV
+7.1%
+36.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.8% | +7.7% | -1.2% |
| 7D | -1.6% | -24.3% | +22.7% | +0.8% |
| 30D | +5.0% | -28.9% | +33.9% | +8.2% |
| 3M | -10.0% | -39.3% | +29.3% | -6.2% |
| 6M | +3.3% | -38.8% | +42.1% | +6.6% |
| YTD | +7.9% | -57.8% | +65.7% | +13.8% |
| 1Y | +21.2% | -70.9% | +92.1% | +33.1% |
| 3Y | +105.8% | -14.8% | +120.6% | +87.9% |
| 5Y | +43.7% | +7.3% | +36.4% | +39.9% |
| All | +43.7% | +7.1% | +36.6% | +39.9% |
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