-39.0%
U vs AVAV
+122.5%
-161.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -3.8% | -2.2% | -1.6% | -3.1% |
| 30D | +17.5% | -13.9% | +31.4% | +22.7% |
| 3M | +38.7% | -29.2% | +68.0% | +51.0% |
| 6M | +104.4% | -36.1% | +140.5% | +126.3% |
| YTD | -5.7% | -40.2% | +34.5% | +4.0% |
| 1Y | +3.7% | -36.2% | +39.9% | +8.8% |
| 3Y | +12.3% | +47.5% | -35.2% | -27.5% |
| 5Y | -68.8% | +39.3% | -108.1% | -80.9% |
| All | -39.0% | +122.5% | -161.6% | -71.5% |
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 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