+299.4%
TPR vs AVAV
+48.2%
+251.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -2.3% | -2.2% | -0.1% | -2.1% |
| 30D | -23.0% | -13.9% | -9.0% | -21.9% |
| 3M | -12.5% | -29.2% | +16.8% | -10.0% |
| 6M | -21.4% | -36.1% | +14.7% | -18.9% |
| YTD | -3.5% | -40.2% | +36.7% | -1.3% |
| 1Y | +17.4% | -36.2% | +53.6% | +19.1% |
| All | +299.4% | +48.2% | +251.2% | +264.8% |
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 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