+7.3%
AVAV vs ALLY
-7.4%
+14.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.3% | -8.5% | -9.4% |
| 7D | -24.3% | -1.1% | -23.2% | -24.1% |
| 30D | -28.9% | +4.2% | -33.1% | -29.9% |
| 3M | -39.3% | -12.4% | -26.9% | -36.5% |
| 6M | -38.8% | -8.7% | -30.1% | -37.0% |
| YTD | -57.8% | -11.6% | -46.1% | -56.3% |
| 1Y | -70.9% | +0.2% | -71.1% | -71.1% |
| 3Y | -14.8% | +57.1% | -71.9% | -29.2% |
| 5Y | +7.3% | -6.8% | +14.1% | -2.4% |
| All | +7.3% | -7.4% | +14.7% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling