-69.0%
AVAV vs ALC
+4.2%
-73.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +6.8% | -15.2% | -9.4% |
| 7D | -10.1% | +10.7% | -20.8% | -11.9% |
| 30D | -18.7% | +20.2% | -38.9% | -22.0% |
| 3M | -33.0% | +8.9% | -41.9% | -33.9% |
| 6M | -37.2% | +5.7% | -42.9% | -38.6% |
| YTD | -53.2% | -1.4% | -51.8% | -52.8% |
| 1Y | -69.0% | +4.7% | -73.7% | -70.1% |
| All | -69.0% | +4.2% | -73.2% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling