-27.4%
U vs AVAV
+91.4%
-118.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +16.9% | +9.9% | +7.1% | +12.7% |
| 30D | +6.4% | -5.4% | +11.8% | +7.0% |
| 3M | +13.2% | -36.5% | +49.7% | +27.8% |
| 6M | +84.8% | -25.3% | +110.0% | +92.9% |
| YTD | +12.4% | -48.6% | +61.0% | +27.7% |
| 1Y | +19.8% | -62.1% | +81.9% | +50.2% |
| 3Y | +83.8% | +2.3% | +81.5% | +37.2% |
| 5Y | -72.7% | +35.4% | -108.1% | -83.2% |
| All | -27.4% | +91.4% | -118.7% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling