+26.0%
TECH vs AVAV
-5.8%
+31.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.5% | -10.3% | -0.9% |
| 7D | +0.2% | -10.6% | +10.8% | +1.2% |
| 30D | +0.3% | -18.8% | +19.1% | +2.3% |
| 3M | +1.3% | -34.1% | +35.4% | +5.4% |
| 6M | +54.0% | -35.3% | +89.3% | +59.2% |
| YTD | +24.3% | -53.4% | +77.7% | +31.2% |
| 1Y | +25.8% | -65.6% | +91.4% | +38.3% |
| 3Y | +26.0% | -5.1% | +31.0% | +7.7% |
| All | +26.0% | -5.8% | +31.8% | +7.7% |
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