+264.9%
ALB vs AVAV
+351.0%
-86.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.5% | -9.6% | -1.5% |
| 7D | +9.1% | -10.6% | +19.7% | +11.3% |
| 30D | -3.4% | -18.8% | +15.4% | +0.5% |
| 3M | -20.6% | -34.1% | +13.5% | -13.7% |
| 6M | -48.2% | -35.3% | -12.8% | -44.6% |
| YTD | -29.2% | -53.4% | +24.1% | -20.9% |
| 1Y | +10.0% | -65.6% | +75.6% | +31.2% |
| 3Y | -12.9% | -5.1% | -7.8% | -24.9% |
| 5Y | -61.3% | +18.5% | -79.8% | -70.4% |
| 10Y | +35.8% | +369.8% | -334.0% | -34.2% |
| All | +264.9% | +351.0% | -86.1% | +51.9% |
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