+253.5%
AVAV vs ALLY
+101.5%
+152.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.4% |
| 6M | -38.8% | -8.7% | -30.1% | -36.9% |
| YTD | -57.8% | -11.6% | -46.1% | -56.2% |
| 1Y | -70.9% | +0.2% | -71.1% | -71.1% |
| 3Y | -14.8% | +57.1% | -71.9% | -30.1% |
| 5Y | +7.3% | -6.8% | +14.1% | +0.8% |
| 10Y | +325.3% | +200.4% | +125.0% | +139.5% |
| All | +253.5% | +101.5% | +152.0% | +133.8% |
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