+35.7%
AVAV vs ALC
-10.7%
+46.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.3% | +12.3% | +12.5% |
| 7D | +3.2% | +2.1% | +1.1% | +2.0% |
| 30D | -7.4% | +17.2% | -24.6% | -13.3% |
| 3M | -32.0% | +4.6% | -36.6% | -33.5% |
| 6M | -24.6% | +20.1% | -44.7% | -30.3% |
| YTD | -47.5% | -4.2% | -43.3% | -47.2% |
| 1Y | -61.5% | +2.1% | -63.6% | -62.4% |
| 3Y | +5.5% | +4.5% | +1.0% | -0.6% |
| 5Y | +35.7% | -12.3% | +48.1% | +13.3% |
| All | +35.7% | -10.7% | +46.4% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling