-22.7%
U vs AVAV
+80.8%
-103.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +8.0% | +6.1% |
| 7D | +2.6% | +4.2% | -1.7% | +0.9% |
| 30D | +27.6% | -2.6% | +30.1% | +26.8% |
| 3M | +15.3% | -38.0% | +53.3% | +31.0% |
| 6M | +96.4% | -27.0% | +123.4% | +106.2% |
| YTD | +19.6% | -51.4% | +71.0% | +38.1% |
| 1Y | +42.1% | -60.2% | +102.3% | +74.5% |
| 3Y | +87.5% | -6.7% | +94.2% | +44.5% |
| 5Y | -73.1% | +28.3% | -101.5% | -83.2% |
| All | -22.7% | +80.8% | -103.5% | -62.2% |
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 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