+152.6%
XRT vs AVAV
+423.1%
-270.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.6% | -8.9% | +1.6% |
| 7D | +2.5% | +3.2% | -0.7% | +1.6% |
| 30D | +10.3% | -7.4% | +17.7% | +11.2% |
| 3M | +2.4% | -32.0% | +34.4% | +8.1% |
| 6M | +10.0% | -24.6% | +34.5% | +12.3% |
| YTD | +9.5% | -47.5% | +57.1% | +16.4% |
| 1Y | +17.2% | -61.5% | +78.6% | +31.2% |
| 3Y | +62.0% | +5.5% | +56.5% | +39.4% |
| 5Y | -2.1% | +35.7% | -37.8% | -24.1% |
| 10Y | +152.6% | +379.1% | -226.5% | +40.8% |
| All | +152.6% | +423.1% | -270.6% | +40.8% |
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