+315.0%
AVAV vs ALK
-42.1%
+357.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.2% | -6.6% | -8.9% |
| 7D | -24.3% | +7.1% | -31.4% | -26.1% |
| 30D | -28.9% | -3.0% | -25.9% | -28.6% |
| 3M | -39.3% | -25.6% | -13.6% | -34.4% |
| 6M | -38.8% | +0.5% | -39.3% | -39.7% |
| YTD | -57.8% | -23.1% | -34.7% | -55.6% |
| 1Y | -70.9% | -7.5% | -63.3% | -71.1% |
| 3Y | -14.8% | +15.3% | -30.1% | -25.4% |
| 5Y | +7.3% | -34.8% | +42.1% | +8.8% |
| All | +315.0% | -42.1% | +357.0% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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