-11.8%
TLT vs AVAV
+360.4%
-372.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | +0.1% |
| 7D | -1.0% | +9.9% | -10.9% | -1.0% |
| 30D | +3.7% | -5.4% | +9.1% | +3.7% |
| 3M | -0.8% | -36.5% | +35.8% | -1.0% |
| 6M | -3.6% | -25.3% | +21.7% | -3.6% |
| YTD | -3.9% | -48.6% | +44.7% | -4.1% |
| 1Y | -6.2% | -62.1% | +55.9% | -6.8% |
| 3Y | +4.2% | +2.3% | +1.8% | +5.6% |
| 5Y | -34.7% | +35.4% | -70.1% | -32.9% |
| 10Y | -11.8% | +345.1% | -356.9% | +0.8% |
| All | -11.8% | +360.4% | -372.2% | +0.8% |
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