-9.8%
T vs AVAV
-62.9%
+53.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | -0.1% |
| 7D | +2.5% | +4.2% | -1.7% | +2.7% |
| 30D | -3.8% | -2.6% | -1.2% | -3.8% |
| 3M | -8.7% | -38.0% | +29.2% | -10.2% |
| 6M | -8.1% | -27.0% | +18.9% | -8.3% |
| YTD | -6.4% | -51.4% | +45.0% | -8.5% |
| 1Y | -9.8% | -60.2% | +50.5% | -11.9% |
| All | -9.8% | -62.9% | +53.2% | -11.9% |
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