+1,001.8%
TER vs AVAV
+423.1%
+578.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +12.6% | +0.1% | +9.7% |
| 7D | -5.8% | +3.2% | -8.9% | -6.2% |
| 30D | -38.9% | -7.4% | -31.5% | -37.7% |
| 3M | -35.1% | -32.0% | -3.1% | -29.4% |
| 6M | -31.6% | -24.6% | -7.0% | -29.1% |
| YTD | +27.2% | -47.5% | +74.8% | +39.9% |
| 1Y | +35.2% | -61.5% | +96.7% | +60.1% |
| 3Y | +192.8% | +5.5% | +187.3% | +151.3% |
| 5Y | +72.4% | +35.7% | +36.7% | +30.3% |
| 10Y | +1,001.8% | +379.1% | +622.8% | +528.0% |
| All | +1,001.8% | +423.1% | +578.7% | +528.0% |
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