+433.7%
WMT vs AVAV
+478.0%
-44.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.1% |
| 7D | -0.2% | -3.2% | +2.9% | -0.1% |
| 30D | -5.8% | -25.6% | +19.7% | -4.1% |
| 3M | -10.8% | -20.2% | +9.5% | -9.9% |
| 6M | -14.3% | -38.1% | +23.7% | -12.4% |
| YTD | -4.4% | -41.8% | +37.4% | -2.5% |
| 1Y | +4.3% | -39.0% | +43.4% | +5.3% |
| 3Y | +100.1% | +24.1% | +76.0% | +85.7% |
| 5Y | +130.8% | +53.0% | +77.8% | +106.5% |
| 10Y | +433.7% | +493.8% | -60.1% | +305.6% |
| All | +433.7% | +478.0% | -44.3% | +305.6% |
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 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