+444.2%
V vs AVAV
+423.1%
+21.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | -1.3% |
| 7D | -0.8% | +3.2% | -3.9% | -1.3% |
| 30D | +9.5% | -7.4% | +16.9% | +10.0% |
| 3M | +16.7% | -32.0% | +48.7% | +20.6% |
| 6M | +32.9% | -24.6% | +57.5% | +34.5% |
| YTD | +21.1% | -47.5% | +68.6% | +25.4% |
| 1Y | +26.6% | -61.5% | +88.1% | +35.7% |
| 3Y | +78.4% | +5.5% | +72.9% | +60.8% |
| 5Y | +105.5% | +35.7% | +69.7% | +72.4% |
| 10Y | +444.2% | +379.1% | +65.2% | +285.3% |
| All | +444.2% | +423.1% | +21.1% | +285.3% |
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