+189.3%
ALAB vs AVAV
-29.6%
+219.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -9.8% | -9.8% | -15.9% |
| 7D | -38.2% | -24.3% | -13.9% | -31.1% |
| 30D | -54.0% | -28.9% | -25.1% | -47.6% |
| 3M | -43.6% | -39.3% | -4.4% | -33.0% |
| 6M | -16.8% | -38.8% | +22.0% | -3.8% |
| YTD | +7.9% | -57.8% | +65.7% | +36.1% |
| 1Y | -1.4% | -70.9% | +69.5% | +45.7% |
| All | +189.3% | -29.6% | +219.0% | +139.4% |
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