+59.1%
T vs AVAV
+357.1%
-298.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +0.8% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | -1.1% | -9.9% | +8.8% | -0.7% |
| 3M | -7.7% | -34.7% | +27.0% | -5.8% |
| 6M | -10.6% | -26.6% | +16.0% | -9.9% |
| YTD | -7.5% | -48.9% | +41.5% | -5.5% |
| 1Y | -7.4% | -63.0% | +55.6% | -3.3% |
| 3Y | +63.1% | +1.6% | +61.5% | +49.5% |
| 5Y | +55.2% | +34.5% | +20.7% | +34.1% |
| All | +59.1% | +357.1% | -298.0% | +26.7% |
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