+696.1%
ALNY vs AVAV
+370.1%
+326.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.1% | +5.9% |
| 7D | +5.8% | +4.2% | +1.6% | +4.7% |
| 30D | -26.5% | -2.6% | -23.9% | -26.9% |
| 3M | -27.3% | -38.0% | +10.6% | -20.9% |
| 6M | -43.4% | -27.0% | -16.4% | -41.8% |
| YTD | -58.5% | -51.4% | -7.1% | -54.7% |
| 1Y | -63.6% | -60.2% | -3.4% | -58.7% |
| 3Y | 0.0% | -6.7% | +6.7% | -14.2% |
| 5Y | -3.4% | +28.3% | -31.7% | -28.2% |
| 10Y | +254.6% | +320.5% | -65.8% | +61.8% |
| All | +696.1% | +370.1% | +326.1% | +188.3% |
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