+61.4%
T vs AVAV
+360.4%
-299.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.4% |
| 7D | +2.0% | +9.9% | -7.9% | +1.4% |
| 30D | -1.0% | -5.4% | +4.4% | -0.9% |
| 3M | -8.1% | -36.5% | +28.4% | -6.0% |
| 6M | -8.3% | -25.3% | +17.0% | -7.6% |
| YTD | -6.1% | -48.6% | +42.5% | -4.2% |
| 1Y | -7.4% | -62.1% | +54.7% | -3.5% |
| 3Y | +65.4% | +2.3% | +63.1% | +51.6% |
| 5Y | +57.6% | +35.4% | +22.3% | +36.2% |
| 10Y | +61.4% | +345.1% | -283.7% | +28.5% |
| All | +61.4% | +360.4% | -299.0% | +28.5% |
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