+55.0%
RF vs AVAV
+478.6%
-423.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.3% |
| 7D | +1.3% | -2.2% | +3.5% | +1.8% |
| 30D | -3.6% | -13.9% | +10.3% | -0.8% |
| 3M | +8.1% | -29.2% | +37.3% | +14.1% |
| 6M | +11.5% | -36.1% | +47.6% | +18.8% |
| YTD | +15.6% | -40.2% | +55.8% | +21.8% |
| 1Y | +15.7% | -36.2% | +51.9% | +18.0% |
| 3Y | +86.9% | +47.5% | +39.4% | +42.3% |
| 5Y | +89.8% | +39.3% | +50.5% | +37.2% |
| 10Y | +344.7% | +482.6% | -137.9% | +91.4% |
| All | +55.0% | +478.6% | -423.6% | -43.1% |
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 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