+200.6%
W vs AVAV
+249.0%
-48.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.8% | +1.6% | -5.3% |
| 7D | -5.6% | -24.3% | +18.7% | +2.2% |
| 30D | +7.5% | -28.9% | +36.4% | +18.4% |
| 3M | +5.4% | -39.3% | +44.7% | +20.6% |
| 6M | +79.4% | -38.8% | +118.2% | +100.5% |
| YTD | +12.9% | -57.8% | +70.7% | +36.7% |
| 1Y | +12.4% | -70.9% | +83.3% | +51.6% |
| 3Y | +128.5% | -14.8% | +143.3% | +97.6% |
| 5Y | -54.0% | +7.3% | -61.2% | -64.4% |
| 10Y | +248.8% | +325.3% | -76.6% | +108.9% |
| All | +200.6% | +249.0% | -48.4% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling