-34.6%
TLT vs AVAV
+18.1%
-52.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -0.2% |
| 7D | +0.1% | -10.6% | +10.7% | +0.3% |
| 30D | +6.2% | -18.8% | +25.0% | +6.6% |
| 3M | -0.3% | -34.1% | +33.8% | +0.5% |
| 6M | -3.4% | -35.3% | +32.0% | -2.7% |
| YTD | -3.1% | -53.4% | +50.3% | -1.9% |
| 1Y | -5.2% | -65.6% | +60.4% | -3.4% |
| 3Y | +6.5% | -5.1% | +11.6% | +4.3% |
| All | -34.6% | +18.1% | -52.7% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling