+400.4%
ALAB vs AVAV
-0.3%
+400.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.7% | +11.5% | +10.4% |
| 7D | +7.2% | -2.2% | +9.5% | +8.1% |
| 30D | -2.5% | -13.9% | +11.4% | +2.3% |
| 3M | -13.3% | -29.2% | +15.9% | -3.7% |
| 6M | +172.8% | -36.1% | +209.0% | +209.3% |
| YTD | +86.6% | -40.2% | +126.8% | +107.8% |
| 1Y | +65.2% | -36.2% | +101.4% | +78.0% |
| All | +400.4% | -0.3% | +400.7% | +265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling