+196.7%
TECH vs AVAV
+423.1%
-226.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.6% | -12.5% | -1.8% |
| 7D | +0.2% | +3.2% | -2.9% | -0.6% |
| 30D | +0.5% | -7.4% | +7.9% | +1.2% |
| 3M | +0.9% | -32.0% | +32.9% | +6.1% |
| 6M | +51.0% | -24.6% | +75.6% | +54.2% |
| YTD | +24.4% | -47.5% | +71.9% | +31.6% |
| 1Y | +27.6% | -61.5% | +89.1% | +41.7% |
| 3Y | +29.9% | +5.5% | +24.5% | +15.2% |
| 5Y | -40.6% | +35.7% | -76.4% | -51.9% |
| 10Y | +196.7% | +379.1% | -182.4% | +86.8% |
| All | +196.7% | +423.1% | -226.4% | +86.8% |
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