-33.3%
TLT vs AVAV
+39.7%
-72.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -0.4% | -2.2% | +1.8% | -0.4% |
| 30D | -0.6% | -13.9% | +13.4% | -0.3% |
| 3M | -2.7% | -29.2% | +26.5% | -2.1% |
| 6M | -5.6% | -36.1% | +30.5% | -5.0% |
| YTD | -2.8% | -40.2% | +37.4% | -2.1% |
| 1Y | -1.4% | -36.2% | +34.8% | -1.0% |
| 3Y | -1.6% | +47.5% | -49.1% | -4.3% |
| All | -33.3% | +39.7% | -72.9% | -36.9% |
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 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