-12.5%
TLT vs AVAV
+423.1%
-435.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.6% | -12.5% | +0.1% |
| 7D | +0.3% | +3.2% | -2.9% | +0.3% |
| 30D | +5.1% | -7.4% | +12.5% | +5.1% |
| 3M | -0.2% | -32.0% | +31.8% | -0.4% |
| 6M | -2.9% | -24.6% | +21.6% | -3.0% |
| YTD | -2.7% | -47.5% | +44.8% | -2.9% |
| 1Y | -4.6% | -61.5% | +56.9% | -5.2% |
| 3Y | +6.1% | +5.5% | +0.6% | +7.6% |
| 5Y | -35.1% | +35.7% | -70.9% | -33.4% |
| 10Y | -12.5% | +379.1% | -391.6% | +1.2% |
| All | -12.5% | +423.1% | -435.6% | +1.2% |
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