+141.1%
XRT vs AVAV
+360.4%
-219.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -1.4% | +9.9% | -11.3% | -3.2% |
| 30D | +9.8% | -5.4% | +15.2% | +10.2% |
| 3M | +3.3% | -36.5% | +39.8% | +10.4% |
| 6M | +13.6% | -25.3% | +38.9% | +16.1% |
| YTD | +9.1% | -48.6% | +57.6% | +16.2% |
| 1Y | +15.1% | -62.1% | +77.1% | +29.1% |
| 3Y | +59.9% | +2.3% | +57.6% | +38.4% |
| 5Y | -1.7% | +35.4% | -37.1% | -23.8% |
| 10Y | +141.1% | +345.1% | -203.9% | +37.0% |
| All | +141.1% | +360.4% | -219.3% | +37.0% |
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