-65.6%
AVAV vs ALK
-6.6%
-59.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.6% | +9.8% | +10.3% |
| 7D | -10.6% | +9.0% | -19.6% | -13.0% |
| 30D | -18.8% | -1.6% | -17.2% | -18.5% |
| 3M | -34.1% | -23.2% | -10.9% | -29.0% |
| 6M | -35.3% | -3.9% | -31.5% | -35.2% |
| YTD | -53.4% | -22.6% | -30.8% | -50.0% |
| 1Y | -65.6% | -5.3% | -60.3% | -66.8% |
| All | -65.6% | -6.6% | -59.0% | -66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling