+1,421.3%
TER vs AVAV
+308.3%
+1,113.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.8% | -5.4% | -12.8% |
| 7D | -28.2% | -24.3% | -3.9% | -22.8% |
| 30D | -50.6% | -28.9% | -21.7% | -46.1% |
| 3M | -45.3% | -39.3% | -6.1% | -38.7% |
| 6M | -40.4% | -38.8% | -1.6% | -34.8% |
| YTD | +10.0% | -57.8% | +67.8% | +28.3% |
| 1Y | +13.6% | -70.9% | +84.5% | +45.0% |
| 3Y | +145.2% | -14.8% | +160.0% | +122.7% |
| 5Y | +50.4% | +7.3% | +43.1% | +21.3% |
| 10Y | +882.9% | +325.3% | +557.6% | +405.6% |
| All | +1,421.3% | +308.3% | +1,113.0% | +581.8% |
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 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