+217.5%
YUM vs AVAV
+315.4%
-97.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +4.0% | +1.4% |
| 7D | +0.1% | +4.2% | -4.1% | -0.2% |
| 30D | +10.0% | -2.6% | +12.5% | +9.9% |
| 3M | +7.5% | -38.0% | +45.4% | +10.8% |
| 6M | +8.8% | -27.0% | +35.8% | +9.8% |
| YTD | +8.2% | -51.4% | +59.6% | +11.9% |
| 1Y | +9.8% | -60.2% | +70.1% | +15.4% |
| 3Y | +36.4% | -6.7% | +43.1% | +27.5% |
| 5Y | +41.7% | +28.3% | +13.4% | +24.1% |
| All | +217.5% | +315.4% | -97.9% | +138.4% |
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