+441.0%
TEAM vs AVAV
+358.8%
+82.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.3% | -3.6% |
| 7D | -22.2% | 0.0% | -22.2% | -22.7% |
| 30D | -28.1% | -9.9% | -18.2% | -27.3% |
| 3M | -2.2% | -34.7% | +32.6% | +4.7% |
| 6M | +62.2% | -26.6% | +88.8% | +67.3% |
| YTD | -8.4% | -48.9% | +40.6% | -1.7% |
| 1Y | -6.6% | -63.0% | +56.4% | +6.4% |
| 3Y | -15.7% | +1.6% | -17.3% | -28.1% |
| 5Y | -65.7% | +34.5% | -100.2% | -73.4% |
| 10Y | +441.0% | +359.3% | +81.7% | +242.2% |
| All | +441.0% | +358.8% | +82.2% | +242.2% |
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 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