+995.4%
TER vs AVAV
+315.4%
+680.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.6% | -4.7% |
| 7D | +14.4% | +4.2% | +10.1% | +13.4% |
| 30D | -30.6% | -2.6% | -28.0% | -30.0% |
| 3M | -39.2% | -38.0% | -1.2% | -32.3% |
| 6M | -31.3% | -27.0% | -4.3% | -28.1% |
| YTD | +29.1% | -51.4% | +80.5% | +44.6% |
| 1Y | +47.4% | -60.2% | +107.7% | +73.0% |
| 3Y | +191.2% | -6.7% | +197.9% | +157.9% |
| 5Y | +74.0% | +28.3% | +45.7% | +33.3% |
| All | +995.4% | +315.4% | +680.0% | +545.9% |
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 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