+484.0%
V vs AVAV
+315.4%
+168.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.6% |
| 7D | +0.9% | +4.2% | -3.3% | +0.4% |
| 30D | +9.0% | -2.6% | +11.5% | +8.9% |
| 3M | +16.7% | -38.0% | +54.7% | +21.8% |
| 6M | +33.4% | -27.0% | +60.4% | +35.4% |
| YTD | +22.4% | -51.4% | +73.8% | +27.7% |
| 1Y | +27.7% | -60.2% | +87.9% | +36.2% |
| 3Y | +78.0% | -6.7% | +84.6% | +62.6% |
| 5Y | +108.5% | +28.3% | +80.2% | +75.4% |
| All | +484.0% | +315.4% | +168.6% | +300.7% |
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