-6.4%
T vs AVAV
-68.0%
+61.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.3% | +10.4% | +1.7% |
| 7D | +5.5% | -10.1% | +15.6% | +5.0% |
| 30D | -8.9% | -18.7% | +9.8% | -9.6% |
| 3M | -5.6% | -33.0% | +27.4% | -6.9% |
| 6M | -14.3% | -37.2% | +22.9% | -15.0% |
| YTD | -7.9% | -53.2% | +45.3% | -9.8% |
| 1Y | -6.4% | -69.0% | +62.6% | -9.8% |
| All | -6.4% | -68.0% | +61.6% | -9.8% |
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