+307.3%
SPY vs AVAV
+423.1%
-115.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.6% | -10.2% | +0.8% |
| 7D | +0.1% | +3.2% | -3.1% | -0.5% |
| 30D | -3.3% | -7.4% | +4.1% | -2.7% |
| 3M | -2.4% | -32.0% | +29.6% | +1.8% |
| 6M | +2.6% | -24.6% | +27.1% | +4.3% |
| YTD | +11.2% | -47.5% | +58.8% | +16.5% |
| 1Y | +13.4% | -61.5% | +74.9% | +23.5% |
| 3Y | +79.9% | +5.5% | +74.4% | +62.2% |
| 5Y | +72.2% | +35.7% | +36.4% | +43.8% |
| 10Y | +307.3% | +379.1% | -71.8% | +183.7% |
| All | +307.3% | +423.1% | -115.8% | +183.7% |
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