+51.8%
AVAV vs ALLY
+63.1%
-11.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -2.2% | +3.7% | -5.9% | -3.3% |
| 30D | -13.9% | -2.3% | -11.7% | -13.3% |
| 3M | -29.2% | +3.8% | -33.1% | -30.3% |
| 6M | -36.1% | +9.7% | -45.8% | -38.2% |
| YTD | -40.2% | -1.4% | -38.8% | -40.3% |
| 1Y | -36.2% | +8.2% | -44.4% | -38.2% |
| All | +51.8% | +63.1% | -11.3% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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