+36.3%
ALB vs AVAV
+360.4%
-324.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.1% | +9.9% | -8.8% | -1.3% |
| 30D | -2.6% | -5.4% | +2.8% | -2.2% |
| 3M | -25.6% | -36.5% | +11.0% | -19.2% |
| 6M | -54.0% | -25.3% | -28.8% | -52.6% |
| YTD | -31.6% | -48.6% | +17.0% | -26.0% |
| 1Y | -6.6% | -62.1% | +55.5% | +7.3% |
| 3Y | -14.0% | +2.3% | -16.3% | -26.6% |
| 5Y | -62.5% | +35.4% | -97.9% | -72.1% |
| 10Y | +36.3% | +345.1% | -308.8% | -18.1% |
| All | +36.3% | +360.4% | -324.1% | -18.1% |
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