-70.9%
AVAV vs ABCL
+127.6%
-198.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -9.4% | -0.5% | -7.7% |
| 7D | -24.3% | -14.9% | -9.4% | -21.5% |
| 30D | -28.9% | -15.4% | -13.5% | -26.5% |
| 3M | -39.3% | +88.0% | -127.3% | -49.7% |
| 6M | -38.8% | +138.8% | -177.6% | -54.7% |
| YTD | -57.8% | +225.4% | -283.2% | -73.9% |
| 1Y | -70.9% | +137.3% | -208.2% | -79.5% |
| All | -70.9% | +127.6% | -198.5% | -79.5% |
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