+326.6%
AVAV vs ALK
+312.2%
+14.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.2% | -6.6% | -9.1% |
| 7D | -24.3% | +7.1% | -31.4% | -25.8% |
| 30D | -28.9% | -3.0% | -25.9% | -28.6% |
| 3M | -39.3% | -25.6% | -13.6% | -35.2% |
| 6M | -38.8% | +0.5% | -39.3% | -39.5% |
| YTD | -57.8% | -23.1% | -34.7% | -55.9% |
| 1Y | -70.9% | -7.5% | -63.3% | -71.0% |
| 3Y | -14.8% | +15.3% | -30.1% | -22.8% |
| 5Y | +7.3% | -34.8% | +42.1% | +9.3% |
| 10Y | +325.3% | -41.2% | +366.5% | +308.9% |
| All | +326.6% | +312.2% | +14.4% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling