+29.5%
TECH vs AVAV
-3.9%
+33.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | +0.1% | +4.2% | -4.1% | -0.4% |
| 30D | +0.5% | -2.6% | +3.1% | +0.5% |
| 3M | +1.1% | -38.0% | +39.1% | +5.8% |
| 6M | +62.8% | -27.0% | +89.8% | +66.0% |
| YTD | +24.5% | -51.4% | +75.9% | +30.7% |
| 1Y | +20.6% | -60.2% | +80.9% | +29.9% |
| 3Y | +29.5% | -6.7% | +36.1% | +20.9% |
| All | +29.5% | -3.9% | +33.3% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling