-36.1%
AVAV vs ADVB
+73.8%
-110.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.8% |
| 7D | -2.2% | -3.8% | +1.5% | -2.3% |
| 30D | -13.9% | +17.6% | -31.5% | -13.3% |
| 3M | -29.2% | +119.1% | -148.4% | -26.0% |
| 6M | -36.1% | +103.4% | -139.5% | -33.3% |
| All | -36.1% | +73.8% | -110.0% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 6mo: compounded portfolio wealth divided by compounded ADVB 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…
6mo analysis · Full analysis span regression · 6 months rolling