-1.2%
AVAV vs ALLE
+93.1%
-94.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +9.9% | -0.8% | +10.7% | +10.3% |
| 30D | -5.4% | +27.4% | -32.8% | -12.8% |
| 3M | -36.5% | +13.8% | -50.4% | -39.2% |
| 6M | -25.3% | +45.5% | -70.8% | -33.4% |
| YTD | -48.6% | +21.4% | -70.0% | -53.0% |
| 1Y | -62.1% | +15.4% | -77.4% | -64.8% |
| All | -1.2% | +93.1% | -94.3% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling