+207.4%
ALAB vs AVAV
-22.3%
+229.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.5% | -4.2% | +2.3% |
| 7D | -26.3% | -10.6% | -15.7% | -22.8% |
| 30D | -50.1% | -18.8% | -31.3% | -45.9% |
| 3M | -42.5% | -34.1% | -8.4% | -33.7% |
| 6M | -10.8% | -35.3% | +24.5% | +1.0% |
| YTD | +14.6% | -53.4% | +68.0% | +39.3% |
| 1Y | +17.1% | -65.6% | +82.8% | +61.6% |
| All | +207.4% | -22.3% | +229.7% | +145.0% |
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