+87.1%
AVAV vs ALC
+30.3%
+56.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.2% |
| 7D | 0.0% | +2.3% | -2.4% | -1.3% |
| 30D | -9.9% | +15.5% | -25.4% | -15.5% |
| 3M | -34.7% | +0.6% | -35.3% | -35.2% |
| 6M | -26.6% | +18.4% | -45.0% | -32.1% |
| YTD | -48.9% | -5.6% | -43.4% | -48.5% |
| 1Y | -63.0% | 0.0% | -63.1% | -63.7% |
| 3Y | +1.6% | +2.8% | -1.2% | -3.6% |
| 5Y | +34.5% | -8.8% | +43.3% | +30.4% |
| All | +87.1% | +30.3% | +56.9% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling