+76.1%
TER vs AVAV
+32.4%
+43.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.4% |
| 7D | -8.9% | 0.0% | -8.9% | -8.7% |
| 30D | -39.1% | -9.9% | -29.1% | -37.7% |
| 3M | -32.8% | -34.7% | +1.9% | -26.9% |
| 6M | -31.7% | -26.6% | -5.1% | -29.1% |
| YTD | +26.9% | -48.9% | +75.9% | +38.9% |
| 1Y | +33.6% | -63.0% | +96.6% | +57.1% |
| 3Y | +181.5% | +1.6% | +179.9% | +145.0% |
| 5Y | +76.1% | +34.5% | +41.6% | +22.8% |
| All | +76.1% | +32.4% | +43.7% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling