+296.4%
ARM vs AVAV
+28.9%
+267.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.7% | +4.4% |
| 7D | +5.5% | -2.2% | +7.7% | +6.2% |
| 30D | -8.2% | -13.9% | +5.7% | -4.4% |
| 3M | -35.9% | -29.2% | -6.7% | -30.0% |
| 6M | +103.1% | -36.1% | +139.2% | +125.1% |
| YTD | +130.6% | -40.2% | +170.8% | +147.8% |
| 1Y | +86.1% | -36.2% | +122.3% | +93.9% |
| All | +296.4% | +28.9% | +267.5% | +216.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling