+19.6%
AVAV vs ALLY
-9.5%
+29.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.7% | +12.2% | +11.0% |
| 7D | -10.6% | +0.9% | -11.5% | -11.0% |
| 30D | -18.8% | +3.1% | -21.9% | -19.7% |
| 3M | -34.1% | -12.6% | -21.5% | -31.1% |
| 6M | -35.3% | -12.4% | -22.9% | -32.7% |
| YTD | -53.4% | -13.2% | -40.2% | -51.5% |
| 1Y | -65.6% | +1.8% | -67.5% | -66.1% |
| 3Y | -5.1% | +58.0% | -63.0% | -21.3% |
| All | +19.6% | -9.5% | +29.1% | +5.1% |
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