+105.5%
V vs AVAV
+34.3%
+71.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | -0.8% |
| 7D | -0.8% | +3.2% | -3.9% | -1.1% |
| 30D | +9.5% | -7.4% | +16.9% | +9.8% |
| 3M | +16.7% | -32.0% | +48.7% | +18.8% |
| 6M | +32.9% | -24.6% | +57.5% | +33.8% |
| YTD | +21.1% | -47.5% | +68.6% | +23.5% |
| 1Y | +26.6% | -61.5% | +88.1% | +31.8% |
| 3Y | +78.4% | +5.5% | +72.9% | +66.0% |
| 5Y | +105.5% | +35.7% | +69.7% | +81.7% |
| All | +105.5% | +34.3% | +71.2% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling