+599.5%
XYZ vs AVAV
+361.4%
+238.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.5% | -8.7% | -1.2% |
| 7D | +12.1% | -10.6% | +22.7% | +15.0% |
| 30D | +12.4% | -18.8% | +31.2% | +18.1% |
| 3M | +8.2% | -34.1% | +42.3% | +19.9% |
| 6M | +20.7% | -35.3% | +56.0% | +31.0% |
| YTD | +31.3% | -53.4% | +84.7% | +51.1% |
| 1Y | +20.5% | -65.6% | +86.2% | +51.7% |
| 3Y | +72.6% | -5.1% | +77.7% | +38.0% |
| 5Y | -64.0% | +18.5% | -82.5% | -74.7% |
| All | +599.5% | +361.4% | +238.1% | +276.7% |
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