-5.1%
AVAV vs ALC
+2.3%
-7.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.1% | +12.6% | +11.1% |
| 7D | -10.6% | +4.9% | -15.5% | -12.2% |
| 30D | -18.8% | +19.0% | -37.7% | -23.7% |
| 3M | -34.1% | +7.8% | -41.9% | -35.9% |
| 6M | -35.3% | +14.6% | -49.9% | -38.5% |
| YTD | -53.4% | -4.4% | -48.9% | -53.0% |
| 1Y | -65.6% | +1.4% | -67.0% | -66.2% |
| 3Y | -5.1% | +2.5% | -7.6% | -9.6% |
| All | -5.1% | +2.3% | -7.3% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling