-62.6%
AVAV vs ALC
-11.3%
-51.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | +18.4% | -6.2% | +24.5% | +19.5% |
| 30D | -4.9% | +14.0% | -19.0% | -8.5% |
| 3M | -37.7% | -2.4% | -35.3% | -37.2% |
| 6M | -28.4% | +12.6% | -41.1% | -30.4% |
| YTD | -50.0% | -8.4% | -41.6% | -48.9% |
| 1Y | -62.6% | -9.1% | -53.5% | -61.8% |
| All | -62.6% | -11.3% | -51.3% | -61.8% |
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