+267.2%
ALAB vs AVAV
-16.7%
+283.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.2% |
| 7D | +26.9% | +18.4% | +8.5% | +19.3% |
| 30D | -30.0% | -4.9% | -25.1% | -28.2% |
| 3M | -28.5% | -37.7% | +9.1% | -15.8% |
| 6M | +11.4% | -28.4% | +39.9% | +21.7% |
| YTD | +36.9% | -50.0% | +87.0% | +62.4% |
| 1Y | +44.4% | -62.6% | +107.0% | +93.0% |
| All | +267.2% | -16.7% | +283.9% | +185.5% |
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