+210.1%
W vs AVAV
+315.4%
-105.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.3% |
| 7D | +0.2% | +4.2% | -4.1% | -1.3% |
| 30D | +6.8% | -2.6% | +9.4% | +6.8% |
| 3M | +10.7% | -38.0% | +48.6% | +26.9% |
| 6M | +86.3% | -27.0% | +113.3% | +97.6% |
| YTD | +11.5% | -51.4% | +62.9% | +30.1% |
| 1Y | +5.1% | -60.2% | +65.3% | +30.2% |
| 3Y | +171.0% | -6.7% | +177.6% | +121.1% |
| 5Y | -56.6% | +28.3% | -84.9% | -69.9% |
| All | +210.1% | +315.4% | -105.3% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling