+44.7%
RF vs AVAV
+308.3%
-263.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.8% | +7.7% | 0.0% |
| 7D | -1.6% | -24.3% | +22.7% | +4.2% |
| 30D | +5.0% | -28.9% | +33.9% | +12.5% |
| 3M | -10.0% | -39.3% | +29.3% | -0.8% |
| 6M | +3.3% | -38.8% | +42.1% | +10.9% |
| YTD | +7.9% | -57.8% | +65.7% | +21.8% |
| 1Y | +21.2% | -70.9% | +92.1% | +48.3% |
| 3Y | +105.8% | -14.8% | +120.6% | +78.4% |
| 5Y | +43.7% | +7.3% | +36.4% | +9.0% |
| 10Y | +289.4% | +325.3% | -35.9% | +78.0% |
| All | +44.7% | +308.3% | -263.6% | -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