+2.8%
TLT vs AVAV
-3.9%
+6.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.4% |
| 7D | -3.1% | +4.2% | -7.3% | -3.2% |
| 30D | +1.0% | -2.6% | +3.6% | +1.0% |
| 3M | -2.7% | -38.0% | +35.2% | -2.1% |
| 6M | -4.1% | -27.0% | +22.9% | -3.8% |
| YTD | -5.4% | -51.4% | +46.1% | -4.5% |
| 1Y | -7.0% | -60.2% | +53.2% | -6.1% |
| 3Y | +2.8% | -6.7% | +9.5% | +0.9% |
| All | +2.8% | -3.9% | +6.7% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling