+221.8%
T vs AVAV
+351.0%
-129.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.5% | -11.3% | -1.7% |
| 7D | +1.0% | -10.6% | +11.6% | +1.8% |
| 30D | -10.6% | -18.8% | +8.2% | -9.4% |
| 3M | -7.7% | -34.1% | +26.4% | -5.1% |
| 6M | -13.3% | -35.3% | +22.0% | -11.5% |
| YTD | -8.8% | -53.4% | +44.6% | -5.5% |
| 1Y | -8.4% | -65.6% | +57.2% | -2.6% |
| 3Y | +59.6% | -5.1% | +64.7% | +47.4% |
| 5Y | +52.1% | +18.5% | +33.6% | +33.2% |
| 10Y | +56.9% | +369.8% | -313.0% | +11.5% |
| All | +221.8% | +351.0% | -129.2% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling