+189.2%
TECH vs AVAV
+327.1%
-138.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.5% |
| 7D | +0.2% | +18.4% | -18.1% | -2.5% |
| 30D | +0.5% | -4.9% | +5.4% | +0.8% |
| 3M | +1.0% | -37.7% | +38.6% | +7.6% |
| 6M | +54.1% | -28.4% | +82.5% | +58.5% |
| YTD | +24.4% | -50.0% | +74.4% | +32.6% |
| 1Y | +19.3% | -62.6% | +81.9% | +33.1% |
| 3Y | +28.5% | -0.6% | +29.1% | +15.0% |
| 5Y | -41.0% | +31.9% | -72.9% | -51.9% |
| All | +189.2% | +327.1% | -138.0% | +87.5% |
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