+400.9%
AVAV vs ALLY
+124.8%
+276.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | -2.2% | +3.7% | -5.9% | -3.4% |
| 30D | -13.9% | -2.3% | -11.7% | -13.2% |
| 3M | -29.2% | +3.8% | -33.1% | -30.3% |
| 6M | -36.1% | +9.7% | -45.8% | -38.4% |
| YTD | -40.2% | -1.4% | -38.8% | -40.2% |
| 1Y | -36.2% | +8.2% | -44.4% | -38.5% |
| 3Y | +47.5% | +66.5% | -19.0% | +18.3% |
| 5Y | +39.3% | +1.2% | +38.1% | +26.6% |
| 10Y | +482.6% | +191.4% | +291.1% | +232.0% |
| All | +400.9% | +124.8% | +276.0% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling