+53.4%
T vs AVAV
+18.1%
+35.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.5% | -11.3% | -0.9% |
| 7D | +1.0% | -10.6% | +11.6% | +1.1% |
| 30D | -10.6% | -18.8% | +8.2% | -10.5% |
| 3M | -7.7% | -34.1% | +26.4% | -7.4% |
| 6M | -13.3% | -35.3% | +22.0% | -13.0% |
| YTD | -8.8% | -53.4% | +44.6% | -8.3% |
| 1Y | -8.4% | -65.6% | +57.2% | -7.2% |
| 3Y | +59.6% | -5.1% | +64.7% | +48.2% |
| All | +53.4% | +18.1% | +35.3% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling