+175.2%
SO vs AVAV
+361.4%
-186.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.5% | -11.5% | -1.7% |
| 7D | -1.5% | -10.6% | +9.1% | -0.9% |
| 30D | +8.1% | -18.8% | +26.9% | +9.2% |
| 3M | +0.2% | -34.1% | +34.3% | +2.3% |
| 6M | +0.4% | -35.3% | +35.7% | +2.1% |
| YTD | +8.5% | -53.4% | +61.9% | +11.6% |
| 1Y | +4.9% | -65.6% | +70.6% | +10.1% |
| 3Y | +47.9% | -5.1% | +53.0% | +39.3% |
| 5Y | +75.7% | +18.5% | +57.2% | +58.4% |
| All | +175.2% | +361.4% | -186.2% | +149.7% |
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