-68.6%
S vs AVAV
+34.3%
-102.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +12.6% | -4.6% | +5.1% |
| 7D | +1.6% | +3.2% | -1.6% | +0.6% |
| 30D | -10.5% | -7.4% | -3.1% | -9.1% |
| 3M | +9.9% | -32.0% | +41.9% | +19.4% |
| 6M | +41.8% | -24.6% | +66.3% | +47.3% |
| YTD | +56.8% | -47.5% | +104.3% | +70.9% |
| 1Y | +39.0% | -61.5% | +100.5% | +63.9% |
| 3Y | +53.8% | +5.5% | +48.4% | +21.2% |
| 5Y | -68.6% | +35.7% | -104.3% | -84.4% |
| All | -68.6% | +34.3% | -102.9% | -84.4% |
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