+185.4%
ARM vs AVAV
+10.1%
+175.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.7% |
| 7D | -10.4% | 0.0% | -10.3% | -10.4% |
| 30D | -31.8% | -9.9% | -21.9% | -29.6% |
| 3M | -32.2% | -34.7% | +2.5% | -23.5% |
| 6M | -14.9% | -26.6% | +11.7% | -8.8% |
| YTD | +66.0% | -48.9% | +115.0% | +86.4% |
| 1Y | +17.2% | -63.0% | +80.2% | +46.5% |
| 3Y | +247.2% | +1.6% | +245.6% | +193.2% |
| All | +185.4% | +10.1% | +175.3% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling