-16.6%
TLT vs AVAV
+361.4%
-378.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | +0.1% |
| 7D | +0.1% | -10.6% | +10.7% | 0.0% |
| 30D | +6.2% | -18.8% | +25.0% | +6.0% |
| 3M | +0.1% | -34.1% | +34.2% | -0.2% |
| 6M | -3.0% | -35.3% | +32.4% | -3.2% |
| YTD | -2.7% | -53.4% | +50.7% | -3.1% |
| 1Y | -4.8% | -65.6% | +60.8% | -5.6% |
| 3Y | +6.9% | -5.1% | +12.0% | +8.5% |
| 5Y | -34.5% | +18.5% | -53.0% | -32.7% |
| All | -16.6% | +361.4% | -378.0% | +2.8% |
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 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