+3,309.9%
V vs AVAV
+398.0%
+2,911.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.8% | +6.6% | -2.0% |
| 7D | +2.9% | -24.3% | +27.3% | +6.4% |
| 30D | +14.0% | -28.9% | +42.9% | +18.7% |
| 3M | +14.9% | -39.3% | +54.1% | +21.5% |
| 6M | +31.7% | -38.8% | +70.5% | +37.4% |
| YTD | +21.2% | -57.8% | +79.0% | +30.3% |
| 1Y | +25.3% | -70.9% | +96.2% | +41.4% |
| 3Y | +77.5% | -14.8% | +92.3% | +63.1% |
| 5Y | +102.6% | +7.3% | +95.3% | +72.2% |
| 10Y | +464.3% | +325.3% | +139.0% | +250.5% |
| All | +3,309.9% | +398.0% | +2,911.9% | +1,550.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling