+333.9%
TPR vs AVAV
+478.6%
-144.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -2.3% | -2.2% | -0.1% | -1.9% |
| 30D | -23.0% | -13.9% | -9.0% | -20.9% |
| 3M | -12.5% | -29.2% | +16.8% | -8.0% |
| 6M | -21.4% | -36.1% | +14.7% | -16.5% |
| YTD | -3.5% | -40.2% | +36.7% | +1.3% |
| 1Y | +17.4% | -36.2% | +53.6% | +20.4% |
| 3Y | +291.3% | +47.5% | +243.7% | +213.6% |
| 5Y | +241.9% | +39.3% | +202.6% | +163.2% |
| 10Y | +322.7% | +482.6% | -159.9% | +119.8% |
| All | +333.9% | +478.6% | -144.7% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling