+77.6%
V vs AVAV
-5.8%
+83.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.4% | -0.3% |
| 7D | +2.2% | -10.6% | +12.8% | +2.5% |
| 30D | +13.6% | -18.8% | +32.4% | +14.2% |
| 3M | +14.3% | -34.1% | +48.4% | +15.6% |
| 6M | +33.1% | -35.3% | +68.4% | +34.3% |
| YTD | +21.2% | -53.4% | +74.6% | +23.1% |
| 1Y | +26.4% | -65.6% | +92.1% | +30.0% |
| 3Y | +77.6% | -5.1% | +82.7% | +69.5% |
| All | +77.6% | -5.8% | +83.4% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling