+254.2%
SLV vs AVAV
+308.3%
-54.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.8% | +9.4% | +0.2% |
| 7D | -0.7% | -24.3% | +23.6% | +1.1% |
| 30D | -15.4% | -28.9% | +13.5% | -13.5% |
| 3M | -16.3% | -39.3% | +23.0% | -13.6% |
| 6M | -28.8% | -38.8% | +10.0% | -26.9% |
| YTD | -27.1% | -57.8% | +30.6% | -23.7% |
| 1Y | +7.5% | -70.9% | +78.4% | +14.8% |
| 3Y | +121.2% | -14.8% | +136.0% | +118.7% |
| 5Y | +110.0% | +7.3% | +102.7% | +102.3% |
| 10Y | +168.8% | +325.3% | -156.5% | +136.3% |
| All | +254.2% | +308.3% | -54.1% | +208.2% |
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