+19.6%
AVAV vs ACGL
+159.2%
-139.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.0% | +13.4% | +10.9% |
| 7D | -10.6% | +0.9% | -11.5% | -10.9% |
| 30D | -18.8% | +13.7% | -32.5% | -20.9% |
| 3M | -34.1% | +8.0% | -42.2% | -35.3% |
| 6M | -35.3% | +13.3% | -48.6% | -37.2% |
| YTD | -53.4% | +11.8% | -65.2% | -54.9% |
| 1Y | -65.6% | +22.2% | -87.9% | -67.6% |
| 3Y | -5.1% | +32.5% | -37.5% | -14.8% |
| All | +19.6% | +159.2% | -139.7% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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