+78.1%
AVAV vs ALC
+30.4%
+47.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -4.0% |
| 7D | +4.2% | -1.1% | +5.3% | +4.6% |
| 30D | -2.6% | +16.0% | -18.6% | -8.8% |
| 3M | -38.0% | +0.8% | -38.8% | -38.6% |
| 6M | -27.0% | +16.8% | -43.8% | -32.1% |
| YTD | -51.4% | -5.5% | -45.9% | -51.0% |
| 1Y | -60.2% | -5.3% | -55.0% | -60.0% |
| 3Y | -6.7% | +4.1% | -10.7% | -11.9% |
| 5Y | +28.3% | -7.1% | +35.4% | +23.3% |
| All | +78.1% | +30.4% | +47.7% | +38.4% |
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