-69.0%
AVAV vs ABCL
+138.2%
-207.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.8% | -9.2% | -8.5% |
| 7D | -10.1% | -10.0% | -0.1% | -8.2% |
| 30D | -18.7% | -10.9% | -7.8% | -17.1% |
| 3M | -33.0% | +101.6% | -134.6% | -45.5% |
| 6M | -37.2% | +167.5% | -204.7% | -55.0% |
| YTD | -53.2% | +259.1% | -312.3% | -71.9% |
| 1Y | -69.0% | +152.2% | -221.1% | -78.8% |
| All | -69.0% | +138.2% | -207.2% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling