+33.0%
ALB vs AVAV
+358.8%
-325.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -3.7% |
| 7D | +5.3% | 0.0% | +5.3% | +4.6% |
| 30D | -6.3% | -9.9% | +3.7% | -5.0% |
| 3M | -27.4% | -34.7% | +7.3% | -21.7% |
| 6M | -53.1% | -26.6% | -26.5% | -51.5% |
| YTD | -32.3% | -48.9% | +16.6% | -26.7% |
| 1Y | -7.3% | -63.0% | +55.7% | +7.0% |
| 3Y | -14.9% | +1.6% | -16.5% | -27.2% |
| 5Y | -62.0% | +34.5% | -96.5% | -71.6% |
| 10Y | +33.0% | +359.3% | -326.3% | -18.6% |
| All | +33.0% | +358.8% | -325.7% | -18.6% |
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