+51.8%
AVAV vs ACM
-21.7%
+73.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -2.2% | -3.7% | +1.5% | -0.7% |
| 30D | -13.9% | -11.1% | -2.8% | -10.0% |
| 3M | -29.2% | -8.0% | -21.2% | -27.3% |
| 6M | -36.1% | -29.7% | -6.5% | -25.2% |
| YTD | -40.2% | -29.4% | -10.8% | -30.2% |
| 1Y | -36.2% | -46.4% | +10.2% | -15.6% |
| All | +51.8% | -21.7% | +73.5% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling