+62.5%
T vs AVAV
+315.4%
-252.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | +2.5% | +4.2% | -1.7% | +2.3% |
| 30D | -3.8% | -2.6% | -1.2% | -3.8% |
| 3M | -8.7% | -38.0% | +29.2% | -6.6% |
| 6M | -8.1% | -27.0% | +18.9% | -7.4% |
| YTD | -6.4% | -51.4% | +45.0% | -4.3% |
| 1Y | -9.8% | -60.2% | +50.5% | -6.4% |
| 3Y | +65.5% | -6.7% | +72.1% | +52.7% |
| 5Y | +57.0% | +28.3% | +28.6% | +35.9% |
| All | +62.5% | +315.4% | -252.9% | +28.8% |
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 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