+34.4%
AVAV vs ABCL
-80.5%
+114.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +6.7% | +3.7% | +9.3% |
| 7D | -10.6% | -3.2% | -7.4% | -10.1% |
| 30D | -18.8% | -7.4% | -11.4% | -17.9% |
| 3M | -34.1% | +81.9% | -116.0% | -41.6% |
| 6M | -35.3% | +135.7% | -171.0% | -46.0% |
| YTD | -53.4% | +247.4% | -300.8% | -64.0% |
| 1Y | -65.6% | +162.3% | -227.9% | -72.3% |
| 3Y | -5.1% | +165.5% | -170.5% | -28.0% |
| 5Y | +18.5% | -21.3% | +39.8% | +2.1% |
| All | +34.4% | -80.5% | +114.9% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling