+304.8%
SPY vs AVAV
+358.8%
-53.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | 0.0% |
| 7D | -0.6% | 0.0% | -0.6% | -0.8% |
| 30D | -3.7% | -9.9% | +6.2% | -2.8% |
| 3M | -2.7% | -34.7% | +32.0% | +1.9% |
| 6M | +2.2% | -26.6% | +28.8% | +4.3% |
| YTD | +10.8% | -48.9% | +59.8% | +16.4% |
| 1Y | +11.2% | -63.0% | +74.2% | +21.8% |
| 3Y | +76.5% | +1.6% | +74.9% | +59.9% |
| 5Y | +72.9% | +34.5% | +38.5% | +44.5% |
| 10Y | +304.8% | +359.3% | -54.5% | +182.8% |
| All | +304.8% | +358.8% | -53.9% | +182.8% |
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