+248.5%
ALAB vs AVAV
-14.9%
+263.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | -7.5% | 0.0% | -7.4% | -7.0% |
| 30D | -36.8% | -9.9% | -26.9% | -34.1% |
| 3M | -31.9% | -34.7% | +2.9% | -21.1% |
| 6M | +8.2% | -26.6% | +34.8% | +16.9% |
| YTD | +29.9% | -48.9% | +78.9% | +52.8% |
| 1Y | +24.4% | -63.0% | +87.4% | +67.3% |
| All | +248.5% | -14.9% | +263.4% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling