+38.6%
ALB vs AVAV
+315.4%
-276.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.8% |
| 7D | -5.8% | +4.2% | -10.0% | -6.7% |
| 30D | -4.5% | -2.6% | -2.0% | -4.8% |
| 3M | -28.1% | -38.0% | +9.9% | -21.6% |
| 6M | -53.2% | -27.0% | -26.2% | -51.5% |
| YTD | -33.3% | -51.4% | +18.1% | -27.1% |
| 1Y | -17.4% | -60.2% | +42.8% | -6.2% |
| 3Y | -14.1% | -6.7% | -7.5% | -25.2% |
| 5Y | -64.0% | +28.3% | -92.3% | -72.9% |
| All | +38.6% | +315.4% | -276.8% | -17.0% |
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 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