+19.6%
AVAV vs ACM
-2.7%
+22.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.4% | +10.4% |
| 7D | -10.6% | +5.4% | -16.0% | -12.9% |
| 30D | -18.8% | +15.1% | -33.9% | -24.1% |
| 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% | -45.3% |
| 1Y | -65.6% | -47.9% | -17.8% | -52.6% |
| 3Y | -5.1% | -12.4% | +7.3% | -2.8% |
| All | +19.6% | -2.7% | +22.3% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling