+504.5%
AVAV vs ALK
+347.8%
+156.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.1% |
| 7D | -2.2% | -0.7% | -1.6% | -2.1% |
| 30D | -13.9% | -19.2% | +5.3% | -9.6% |
| 3M | -29.2% | -1.5% | -27.7% | -29.4% |
| 6M | -36.1% | -13.1% | -23.1% | -34.9% |
| YTD | -40.2% | -16.4% | -23.8% | -38.5% |
| 1Y | -36.2% | -33.1% | -3.1% | -31.4% |
| 3Y | +47.5% | +0.6% | +46.9% | +38.6% |
| 5Y | +39.3% | -26.4% | +65.7% | +38.1% |
| 10Y | +482.6% | -34.2% | +516.7% | +448.1% |
| All | +504.5% | +347.8% | +156.7% | +267.9% |
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