+581.0%
AVAV vs ACM
+230.8%
+350.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -2.2% | -3.7% | +1.5% | -0.8% |
| 30D | -13.9% | -11.1% | -2.8% | -10.6% |
| 3M | -29.2% | -8.0% | -21.2% | -27.6% |
| 6M | -36.1% | -29.7% | -6.5% | -27.8% |
| YTD | -40.2% | -29.4% | -10.8% | -32.5% |
| 1Y | -36.2% | -46.4% | +10.2% | -19.9% |
| 3Y | +47.5% | -22.3% | +69.9% | +58.9% |
| 5Y | +39.3% | +4.5% | +34.8% | +32.7% |
| 10Y | +482.6% | +127.6% | +354.9% | +304.4% |
| All | +581.0% | +230.8% | +350.2% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling