-9.1%
T vs AVAV
-39.1%
+30.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -2.0% |
| 7D | -1.3% | -2.2% | +1.0% | -1.4% |
| 30D | +11.4% | -13.9% | +25.3% | +10.6% |
| 3M | +14.3% | -29.2% | +43.5% | +13.3% |
| 6M | -9.3% | -36.1% | +26.9% | -10.5% |
| YTD | +7.1% | -40.2% | +47.3% | +5.9% |
| 1Y | -9.1% | -36.2% | +27.1% | -2.4% |
| All | -9.1% | -39.1% | +30.0% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling