+261.7%
ALB vs AVAV
+308.3%
-46.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.8% | +13.4% | +5.8% |
| 7D | +5.5% | -24.3% | +29.8% | +11.9% |
| 30D | -7.5% | -28.9% | +21.4% | -0.7% |
| 3M | -16.9% | -39.3% | +22.3% | -7.9% |
| 6M | -49.2% | -38.8% | -10.4% | -45.0% |
| YTD | -29.9% | -57.8% | +27.9% | -19.7% |
| 1Y | +8.2% | -70.9% | +79.1% | +34.3% |
| 3Y | -19.4% | -14.8% | -4.6% | -28.7% |
| 5Y | -61.6% | +7.3% | -68.9% | -70.0% |
| 10Y | +34.6% | +325.3% | -290.7% | -33.3% |
| All | +261.7% | +308.3% | -46.6% | +54.2% |
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