+264.7%
SU vs AVAV
+478.0%
-213.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.0% | +2.4% |
| 7D | +1.6% | -3.2% | +4.7% | +2.0% |
| 30D | +10.7% | -25.6% | +36.3% | +15.2% |
| 3M | +13.5% | -20.2% | +33.7% | +15.6% |
| 6M | +21.8% | -38.1% | +59.9% | +27.7% |
| YTD | +58.8% | -41.8% | +100.6% | +65.1% |
| 1Y | +72.0% | -39.0% | +111.1% | +75.0% |
| 3Y | +121.7% | +24.1% | +97.6% | +86.1% |
| 5Y | +350.4% | +53.0% | +297.4% | +244.3% |
| 10Y | +264.7% | +493.8% | -229.2% | +134.6% |
| All | +264.7% | +478.0% | -213.3% | +134.6% |
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