+172.8%
W vs AVAV
+2.7%
+170.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.6% | -8.0% | +1.8% |
| 7D | +3.3% | +3.2% | +0.1% | +2.1% |
| 30D | +10.5% | -7.4% | +17.9% | +11.9% |
| 3M | +9.6% | -32.0% | +41.6% | +18.5% |
| 6M | +76.4% | -24.6% | +100.9% | +83.7% |
| YTD | +16.4% | -47.5% | +63.9% | +29.0% |
| 1Y | +9.3% | -61.5% | +70.8% | +29.5% |
| 3Y | +172.8% | +5.5% | +167.3% | +114.1% |
| All | +172.8% | +2.7% | +170.1% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling