+475.0%
TECH vs AVAV
+308.3%
+166.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.8% | +9.8% | +1.3% |
| 7D | -0.1% | -24.3% | +24.2% | +3.9% |
| 30D | +0.3% | -28.9% | +29.2% | +5.1% |
| 3M | +1.0% | -39.3% | +40.3% | +7.9% |
| 6M | +28.6% | -38.8% | +67.3% | +35.1% |
| YTD | +24.1% | -57.8% | +81.9% | +35.5% |
| 1Y | +21.9% | -70.9% | +92.8% | +40.5% |
| 3Y | +25.7% | -14.8% | +40.5% | +17.4% |
| 5Y | -40.2% | +7.3% | -47.5% | -48.0% |
| 10Y | +210.1% | +325.3% | -115.3% | +109.1% |
| All | +475.0% | +308.3% | +166.6% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling