+186.8%
SO vs AVAV
+423.1%
-236.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.6% | -11.3% | +0.6% |
| 7D | -1.1% | +3.2% | -4.3% | -1.4% |
| 30D | +8.6% | -7.4% | +16.0% | +8.9% |
| 3M | +1.8% | -32.0% | +33.8% | +3.8% |
| 6M | +3.6% | -24.6% | +28.2% | +4.4% |
| YTD | +9.9% | -47.5% | +57.5% | +12.4% |
| 1Y | +5.7% | -61.5% | +67.2% | +10.3% |
| 3Y | +52.5% | +5.5% | +47.0% | +42.6% |
| 5Y | +77.3% | +35.7% | +41.6% | +58.1% |
| 10Y | +186.8% | +379.1% | -192.3% | +144.0% |
| All | +186.8% | +423.1% | -236.3% | +144.0% |
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