-54.2%
W vs AVAV
+18.1%
-72.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -4.8% |
| 7D | -3.6% | -10.6% | +7.0% | -0.6% |
| 30D | +7.0% | -18.8% | +25.8% | +13.6% |
| 3M | +7.4% | -34.1% | +41.5% | +21.0% |
| 6M | +69.3% | -35.3% | +104.6% | +87.4% |
| YTD | +11.3% | -53.4% | +64.7% | +32.3% |
| 1Y | +13.2% | -65.6% | +78.9% | +49.4% |
| 3Y | +142.0% | -5.1% | +147.1% | +75.2% |
| All | -54.2% | +18.1% | -72.4% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling