+51.3%
AVAV vs ABCL
-79.5%
+130.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.2% | +7.4% | +11.7% |
| 7D | +3.2% | +12.4% | -9.3% | +1.2% |
| 30D | -7.4% | -0.4% | -7.0% | -7.5% |
| 3M | -32.0% | +80.4% | -112.4% | -39.6% |
| 6M | -24.6% | +138.5% | -163.1% | -37.1% |
| YTD | -47.5% | +265.5% | -313.0% | -59.8% |
| 1Y | -61.5% | +219.7% | -281.2% | -69.8% |
| 3Y | +5.5% | +209.4% | -203.9% | -22.0% |
| 5Y | +35.7% | -15.0% | +50.8% | +15.6% |
| All | +51.3% | -79.5% | +130.8% | +63.1% |
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