+504.5%
AVAV vs ACGL
+1,336.4%
-831.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.0% |
| 7D | -2.2% | -0.7% | -1.5% | -1.9% |
| 30D | -13.9% | -1.0% | -12.9% | -13.7% |
| 3M | -29.2% | +11.0% | -40.3% | -32.8% |
| 6M | -36.1% | -0.3% | -35.8% | -36.5% |
| YTD | -40.2% | +2.3% | -42.5% | -41.8% |
| 1Y | -36.2% | +6.4% | -42.6% | -39.2% |
| 3Y | +47.5% | +34.0% | +13.6% | +22.4% |
| 5Y | +39.3% | +161.6% | -122.4% | -18.7% |
| 10Y | +482.6% | +278.6% | +204.0% | +169.6% |
| All | +504.5% | +1,336.4% | -831.9% | +48.6% |
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