+54.6%
TER vs AVAV
+18.1%
+36.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.5% | -7.9% | +0.3% |
| 7D | -20.5% | -10.6% | -9.9% | -18.4% |
| 30D | -47.0% | -18.8% | -28.2% | -44.6% |
| 3M | -43.3% | -34.1% | -9.2% | -38.5% |
| 6M | -42.9% | -35.3% | -7.6% | -39.0% |
| YTD | +12.9% | -53.4% | +66.3% | +25.9% |
| 1Y | +18.2% | -65.6% | +83.8% | +41.2% |
| 3Y | +151.8% | -5.1% | +156.9% | +122.0% |
| All | +54.6% | +18.1% | +36.4% | +9.4% |
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