-69.0%
AVAV vs ALLE
+18.6%
-87.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.8% | -10.1% | -8.9% |
| 7D | -10.1% | +6.7% | -16.8% | -12.0% |
| 30D | -18.7% | +25.4% | -44.1% | -24.6% |
| 3M | -33.0% | +16.9% | -49.9% | -36.4% |
| 6M | -37.2% | +46.6% | -83.7% | -43.1% |
| YTD | -53.2% | +22.4% | -75.6% | -62.7% |
| 1Y | -69.0% | +17.7% | -86.7% | -74.3% |
| All | -69.0% | +18.6% | -87.5% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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