-74.5%
U vs AVAV
+31.5%
-106.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +1.9% |
| 7D | +2.8% | +18.4% | -15.5% | -2.7% |
| 30D | +7.6% | -4.9% | +12.6% | +8.1% |
| 3M | +12.7% | -37.7% | +50.3% | +28.5% |
| 6M | +87.0% | -28.4% | +115.4% | +98.1% |
| YTD | +13.6% | -50.0% | +63.6% | +30.6% |
| 1Y | +25.3% | -62.6% | +87.9% | +59.2% |
| 3Y | +85.8% | -0.6% | +86.4% | +30.3% |
| 5Y | -74.5% | +31.9% | -106.4% | -88.1% |
| All | -74.5% | +31.5% | -106.0% | -88.1% |
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