+147.8%
SW vs AVAV
+479.1%
-331.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | -5.1% | -2.2% | -2.9% | -4.9% |
| 30D | -4.6% | -13.9% | +9.3% | -3.7% |
| 3M | +9.4% | -29.2% | +38.6% | +11.5% |
| 6M | +3.5% | -36.1% | +39.6% | +5.8% |
| YTD | +22.0% | -40.2% | +62.2% | +24.5% |
| 1Y | +2.2% | -36.2% | +38.4% | +3.4% |
| 3Y | +19.6% | +47.5% | -27.9% | +11.6% |
| 5Y | -2.3% | +39.3% | -41.6% | -9.9% |
| All | +147.8% | +479.1% | -331.3% | +111.7% |
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