+373.2%
AVAV vs ALK
+326.1%
+47.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +8.8% | -17.1% | -10.4% |
| 7D | -10.1% | +12.4% | -22.5% | -12.9% |
| 30D | -18.7% | +2.1% | -20.8% | -19.5% |
| 3M | -33.0% | -23.9% | -9.1% | -29.0% |
| 6M | -37.2% | +8.2% | -45.4% | -39.1% |
| YTD | -53.2% | -20.5% | -32.7% | -51.5% |
| 1Y | -69.0% | -1.0% | -67.9% | -69.6% |
| 3Y | -5.5% | +19.2% | -24.7% | -15.1% |
| 5Y | +20.1% | -28.2% | +48.3% | +19.5% |
| 10Y | +371.8% | -39.2% | +411.0% | +349.7% |
| All | +373.2% | +326.1% | +47.1% | +189.7% |
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