+380.6%
AVAV vs ACM
+233.2%
+147.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.2% | -7.7% | -9.0% |
| 7D | -24.3% | +5.1% | -29.4% | -25.8% |
| 30D | -28.9% | +11.5% | -40.4% | -31.9% |
| 3M | -39.3% | -10.5% | -28.8% | -37.2% |
| 6M | -38.8% | -20.4% | -18.4% | -34.2% |
| YTD | -57.8% | -28.9% | -28.9% | -52.6% |
| 1Y | -70.9% | -48.7% | -22.2% | -62.9% |
| 3Y | -14.8% | -12.5% | -2.3% | -12.3% |
| 5Y | +7.3% | +0.5% | +6.8% | +3.9% |
| 10Y | +325.3% | +161.2% | +164.2% | +181.8% |
| All | +380.6% | +233.2% | +147.4% | +159.2% |
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 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