+19.5%
WBD vs AVAV
+474.0%
-454.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +229.3% | +12.8% | +216.4% | +224.5% |
| 7D | +229.3% | +12.8% | +216.4% | +224.5% |
| 30D | +229.3% | +12.8% | +216.4% | +224.5% |
| 3M | +229.3% | +12.8% | +216.4% | +224.5% |
| 6M | +229.3% | +12.8% | +216.4% | +224.5% |
| YTD | +229.3% | +12.8% | +216.4% | +224.5% |
| 1Y | +229.3% | +12.8% | +216.4% | +224.5% |
| 3Y | +206.7% | +31.5% | +175.3% | +192.8% |
| 5Y | +18.4% | +62.8% | -44.4% | +5.4% |
| All | +19.5% | +474.0% | -454.5% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling