+455.3%
SN vs AVAV
+33.4%
+422.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.6% | -9.7% | +1.3% |
| 7D | +7.6% | +3.2% | +4.5% | +6.9% |
| 30D | +24.1% | -7.4% | +31.5% | +24.9% |
| 3M | +23.7% | -32.0% | +55.7% | +29.3% |
| 6M | +105.5% | -24.6% | +130.1% | +109.6% |
| YTD | +105.1% | -47.5% | +152.6% | +115.9% |
| 1Y | +148.3% | -61.5% | +209.8% | +172.7% |
| 3Y | +438.7% | +5.5% | +433.2% | +389.1% |
| All | +455.3% | +33.4% | +422.0% | +417.2% |
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 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