+163.6%
W vs AVAV
+394.5%
-230.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +3.0% |
| 7D | -4.2% | -2.2% | -1.9% | -3.5% |
| 30D | -7.6% | -13.9% | +6.4% | -3.8% |
| 3M | +37.2% | -29.2% | +66.4% | +49.2% |
| 6M | +26.3% | -36.1% | +62.5% | +39.5% |
| YTD | -1.0% | -40.2% | +39.2% | +9.0% |
| 1Y | +20.1% | -36.2% | +56.3% | +26.3% |
| 3Y | +37.8% | +47.5% | -9.7% | -0.2% |
| 5Y | -63.7% | +39.3% | -102.9% | -74.0% |
| 10Y | +156.3% | +482.6% | -326.2% | +39.8% |
| All | +163.6% | +394.5% | -230.9% | +35.6% |
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