-5.1%
AVAV vs ACM
-12.3%
+7.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.4% | +10.4% |
| 7D | -10.6% | +5.4% | -16.0% | -12.7% |
| 30D | -18.8% | +15.1% | -33.9% | -23.6% |
| 3M | -34.1% | -10.5% | -23.6% | -31.2% |
| 6M | -35.3% | -19.7% | -15.6% | -28.9% |
| YTD | -53.4% | -28.8% | -24.6% | -45.2% |
| 1Y | -65.6% | -47.9% | -17.8% | -52.8% |
| 3Y | -5.1% | -12.4% | +7.3% | +4.1% |
| All | -5.1% | -12.3% | +7.2% | +4.1% |
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 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