+19.6%
AVAV vs ABCL
-21.8%
+41.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +6.7% | +3.7% | +9.2% |
| 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% | -42.1% |
| 6M | -35.3% | +135.7% | -171.0% | -46.8% |
| YTD | -53.4% | +247.4% | -300.8% | -64.7% |
| 1Y | -65.6% | +162.3% | -227.9% | -72.8% |
| 3Y | -5.1% | +165.5% | -170.5% | -29.6% |
| All | +19.6% | -21.8% | +41.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling