+133.2%
XRT vs AVAV
+315.4%
-182.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.2% | +0.9% |
| 7D | +1.7% | +4.2% | -2.5% | +1.0% |
| 30D | +7.5% | -2.6% | +10.1% | +7.4% |
| 3M | +2.2% | -38.0% | +40.1% | +9.6% |
| 6M | +14.7% | -27.0% | +41.7% | +17.6% |
| YTD | +7.5% | -51.4% | +58.9% | +15.6% |
| 1Y | +14.1% | -60.2% | +74.4% | +26.8% |
| 3Y | +58.8% | -6.7% | +65.4% | +39.7% |
| 5Y | -3.9% | +28.3% | -32.2% | -24.8% |
| All | +133.2% | +315.4% | -182.2% | +35.0% |
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