+421.8%
TPR vs AVAV
-14.7%
+436.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -9.8% | +16.9% | +8.0% |
| 7D | +13.9% | -24.3% | +38.2% | +16.8% |
| 30D | +14.9% | -28.9% | +43.8% | +18.5% |
| 3M | -15.4% | -39.3% | +23.9% | -11.5% |
| 6M | -4.5% | -38.8% | +34.3% | -1.1% |
| YTD | +6.0% | -57.8% | +63.8% | +11.8% |
| 1Y | +24.3% | -70.9% | +95.2% | +38.0% |
| All | +421.8% | -14.7% | +436.5% | +367.2% |
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