+238.8%
SU vs AVAV
+315.4%
-76.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.7% | +1.3% |
| 7D | +1.7% | +4.2% | -2.5% | +1.0% |
| 30D | -7.9% | -2.6% | -5.3% | -7.9% |
| 3M | +7.5% | -38.0% | +45.5% | +14.2% |
| 6M | +7.2% | -27.0% | +34.2% | +9.2% |
| YTD | +60.9% | -51.4% | +112.3% | +70.6% |
| 1Y | +63.6% | -60.2% | +123.9% | +78.9% |
| 3Y | +128.9% | -6.7% | +135.5% | +100.3% |
| 5Y | +228.3% | +28.3% | +200.0% | +155.6% |
| All | +238.8% | +315.4% | -76.6% | +130.1% |
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