+379.1%
AVAV vs ALK
-37.5%
+416.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +7.1% | +5.5% | +10.6% |
| 7D | +3.2% | +8.9% | -5.8% | +0.5% |
| 30D | -7.4% | +5.9% | -13.3% | -9.2% |
| 3M | -32.0% | -16.5% | -15.5% | -28.8% |
| 6M | -24.6% | +2.1% | -26.7% | -25.9% |
| YTD | -47.5% | -17.1% | -30.4% | -45.9% |
| 1Y | -61.5% | -2.9% | -58.6% | -62.2% |
| 3Y | +5.5% | +24.5% | -19.0% | -9.6% |
| 5Y | +35.7% | -29.1% | +64.9% | +34.6% |
| 10Y | +379.1% | -39.1% | +418.2% | +349.4% |
| All | +379.1% | -37.5% | +416.6% | +349.4% |
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