+88.4%
WAT vs AVAV
+2.7%
+85.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.6% | -8.4% | +2.8% |
| 7D | +6.0% | +3.2% | +2.9% | +5.5% |
| 30D | +9.9% | -7.4% | +17.3% | +10.5% |
| 3M | +17.2% | -32.0% | +49.2% | +21.6% |
| 6M | +34.2% | -24.6% | +58.8% | +36.6% |
| YTD | +25.5% | -47.5% | +73.0% | +30.3% |
| 1Y | +28.3% | -61.5% | +89.7% | +38.0% |
| 3Y | +88.4% | +5.5% | +82.9% | +74.1% |
| All | +88.4% | +2.7% | +85.6% | +74.1% |
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