+217.0%
W vs AVAV
+358.8%
-141.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.9% |
| 7D | +1.1% | 0.0% | +1.1% | +0.4% |
| 30D | +6.4% | -9.9% | +16.3% | +9.1% |
| 3M | +9.0% | -34.7% | +43.7% | +22.9% |
| 6M | +69.8% | -26.6% | +96.4% | +79.9% |
| YTD | +12.1% | -48.9% | +61.0% | +28.8% |
| 1Y | 0.0% | -63.0% | +63.0% | +27.1% |
| 3Y | +160.3% | +1.6% | +158.8% | +106.2% |
| 5Y | -53.3% | +34.5% | -87.8% | -68.0% |
| 10Y | +217.0% | +359.3% | -142.3% | +52.2% |
| All | +217.0% | +358.8% | -141.8% | +52.2% |
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