+362.8%
ALB vs AVAV
+478.6%
-115.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.1% |
| 7D | -8.1% | -2.2% | -5.8% | -7.6% |
| 30D | +6.3% | -13.9% | +20.2% | +9.7% |
| 3M | -23.6% | -29.2% | +5.7% | -18.6% |
| 6M | -24.6% | -36.1% | +11.5% | -18.7% |
| YTD | -10.3% | -40.2% | +29.9% | -4.3% |
| 1Y | +61.5% | -36.2% | +97.7% | +67.1% |
| 3Y | -34.0% | +47.5% | -81.5% | -49.0% |
| 5Y | -44.6% | +39.3% | -83.9% | -58.8% |
| 10Y | +76.1% | +482.6% | -406.5% | -18.0% |
| All | +362.8% | +478.6% | -115.8% | +83.7% |
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