+249.6%
ALAB vs AVAV
-12.5%
+262.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +12.6% | +1.1% | +8.9% |
| 7D | -5.6% | +3.2% | -8.7% | -6.2% |
| 30D | -36.6% | -7.4% | -29.2% | -34.5% |
| 3M | -35.1% | -32.0% | -3.1% | -26.0% |
| 6M | +8.5% | -24.6% | +33.1% | +16.1% |
| YTD | +30.4% | -47.5% | +77.9% | +51.7% |
| 1Y | +31.0% | -61.5% | +92.5% | +73.5% |
| All | +249.6% | -12.5% | +262.1% | +166.7% |
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