+77.6%
V vs AVAV
-14.7%
+92.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.8% | +6.6% | -2.9% |
| 7D | +2.9% | -24.3% | +27.3% | +3.7% |
| 30D | +14.0% | -28.9% | +42.9% | +15.1% |
| 3M | +14.9% | -39.3% | +54.1% | +16.4% |
| 6M | +31.7% | -38.8% | +70.5% | +33.1% |
| YTD | +21.2% | -57.8% | +79.0% | +23.4% |
| 1Y | +25.3% | -70.9% | +96.2% | +29.5% |
| All | +77.6% | -14.7% | +92.3% | +70.0% |
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