+447.8%
SN vs AVAV
+23.4%
+424.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.6% | +3.2% |
| 7D | +1.5% | +4.2% | -2.7% | +0.9% |
| 30D | +21.5% | -2.6% | +24.1% | +21.5% |
| 3M | +20.0% | -38.0% | +58.0% | +27.0% |
| 6M | +119.9% | -27.0% | +146.9% | +125.1% |
| YTD | +102.3% | -51.4% | +153.7% | +115.1% |
| 1Y | +148.0% | -60.2% | +208.2% | +170.5% |
| 3Y | +450.0% | -6.7% | +456.7% | +403.4% |
| All | +447.8% | +23.4% | +424.3% | +415.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling