+24.5%
ALAB vs AVAV
-68.0%
+92.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.3% | +3.9% | -1.9% |
| 7D | -24.9% | -10.1% | -14.8% | -22.3% |
| 30D | -38.4% | -18.7% | -19.7% | -34.3% |
| 3M | -38.3% | -33.0% | -5.3% | -31.0% |
| 6M | +10.9% | -37.2% | +48.1% | +24.0% |
| YTD | +34.2% | -53.2% | +87.4% | +53.7% |
| 1Y | +24.5% | -69.0% | +93.5% | +69.8% |
| All | +24.5% | -68.0% | +92.6% | +69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling