+379.1%
AVAV vs ACM
+147.1%
+232.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.2% | +7.4% | +10.0% |
| 7D | +3.2% | +6.9% | -3.7% | -0.1% |
| 30D | -7.4% | +19.1% | -26.5% | -15.0% |
| 3M | -32.0% | -6.9% | -25.1% | -30.3% |
| 6M | -24.6% | -12.0% | -12.5% | -21.2% |
| YTD | -47.5% | -25.1% | -22.4% | -40.5% |
| 1Y | -61.5% | -45.4% | -16.1% | -48.9% |
| 3Y | +5.5% | -6.9% | +12.4% | +5.3% |
| 5Y | +35.7% | +3.7% | +32.0% | +26.0% |
| 10Y | +379.1% | +135.8% | +243.3% | +188.1% |
| All | +379.1% | +147.1% | +232.0% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling