+326.6%
AVAV vs ACGL
+1,519.0%
-1,192.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.1% | -9.7% | -9.8% |
| 7D | -24.3% | +6.4% | -30.7% | -26.4% |
| 30D | -28.9% | +16.6% | -45.5% | -33.6% |
| 3M | -39.3% | +11.6% | -50.8% | -42.3% |
| 6M | -38.8% | +17.5% | -56.2% | -43.5% |
| YTD | -57.8% | +15.3% | -73.1% | -61.1% |
| 1Y | -70.9% | +26.3% | -97.2% | -74.3% |
| 3Y | -14.8% | +35.9% | -50.7% | -29.5% |
| 5Y | +7.3% | +168.2% | -160.9% | -37.7% |
| 10Y | +325.3% | +352.0% | -26.6% | +81.6% |
| All | +326.6% | +1,519.0% | -1,192.4% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling