-70.9%
AVAV vs ALK
-4.4%
-66.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.2% | -6.6% | -9.0% |
| 7D | -24.3% | +7.1% | -31.4% | -26.0% |
| 30D | -28.9% | -3.0% | -25.9% | -28.4% |
| 3M | -39.3% | -25.6% | -13.6% | -33.8% |
| 6M | -38.8% | +0.5% | -39.3% | -39.5% |
| YTD | -57.8% | -23.1% | -34.7% | -54.7% |
| 1Y | -70.9% | -7.5% | -63.3% | -72.3% |
| All | -70.9% | -4.4% | -66.5% | -72.3% |
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