+480.2%
V vs AVAV
+336.6%
+143.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.7% |
| 7D | +0.8% | 0.0% | +0.8% | +0.6% |
| 30D | +9.9% | -9.9% | +19.9% | +10.7% |
| 3M | +17.5% | -34.7% | +52.2% | +22.0% |
| 6M | +33.5% | -26.6% | +60.1% | +35.4% |
| YTD | +21.6% | -48.9% | +70.5% | +26.3% |
| 1Y | +27.6% | -63.0% | +90.6% | +37.3% |
| 3Y | +76.4% | +1.6% | +74.8% | +59.6% |
| 5Y | +103.8% | +34.5% | +69.3% | +70.7% |
| All | +480.2% | +336.6% | +143.7% | +296.2% |
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