+256.1%
TPR vs AVAV
+18.1%
+238.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.5% | -2.2% |
| 7D | +14.2% | -10.6% | +24.8% | +15.4% |
| 30D | +17.1% | -18.8% | +35.9% | +19.6% |
| 3M | -17.7% | -34.1% | +16.4% | -14.1% |
| 6M | -10.2% | -35.3% | +25.2% | -7.0% |
| YTD | +4.9% | -53.4% | +58.3% | +10.8% |
| 1Y | +36.1% | -65.6% | +101.8% | +50.1% |
| 3Y | +416.5% | -5.1% | +421.5% | +366.7% |
| All | +256.1% | +18.1% | +238.0% | +190.5% |
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