-65.6%
AVAV vs ALLE
+13.1%
-78.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.9% | +11.4% | +10.8% |
| 7D | -10.6% | -0.6% | -10.0% | -10.4% |
| 30D | -18.8% | +25.3% | -44.1% | -24.6% |
| 3M | -34.1% | +10.3% | -44.4% | -36.1% |
| 6M | -35.3% | +38.0% | -73.4% | -40.6% |
| YTD | -53.4% | +17.8% | -71.2% | -62.2% |
| 1Y | -65.6% | +13.6% | -79.2% | -71.2% |
| All | -65.6% | +13.1% | -78.8% | -71.2% |
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