+384.8%
V vs AVAV
+478.0%
-93.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.0% | +0.2% |
| 7D | -2.9% | -3.2% | +0.2% | -2.6% |
| 30D | +1.9% | -25.6% | +27.4% | +4.8% |
| 3M | +13.2% | -20.2% | +33.5% | +14.9% |
| 6M | +16.7% | -38.1% | +54.8% | +20.9% |
| YTD | +5.4% | -41.8% | +47.2% | +8.5% |
| 1Y | +7.7% | -39.0% | +46.7% | +9.4% |
| 3Y | +52.0% | +24.1% | +27.9% | +34.8% |
| 5Y | +67.7% | +53.0% | +14.7% | +39.3% |
| 10Y | +384.8% | +493.8% | -109.1% | +217.5% |
| All | +384.8% | +478.0% | -93.2% | +217.5% |
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 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