+24.3%
W vs AVAV
-68.0%
+92.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -8.3% | +19.3% | +12.8% |
| 7D | +8.4% | -10.1% | +18.5% | +10.6% |
| 30D | +16.5% | -18.7% | +35.2% | +21.5% |
| 3M | +6.4% | -33.0% | +39.5% | +15.3% |
| 6M | +90.5% | -37.2% | +127.7% | +107.4% |
| YTD | +23.1% | -53.2% | +76.2% | +42.8% |
| 1Y | +24.3% | -69.0% | +93.3% | +54.4% |
| All | +24.3% | -68.0% | +92.3% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling