+308.9%
AVAV vs ALM
+2,100.8%
-1,791.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.5% | -3.4% |
| 7D | +4.2% | +1.2% | +3.0% | +4.1% |
| 30D | -2.6% | -19.3% | +16.8% | -1.0% |
| 3M | -38.0% | -40.6% | +2.7% | -35.8% |
| 6M | -27.0% | -57.9% | +30.9% | -22.9% |
| YTD | -51.4% | -6.7% | -44.7% | -51.6% |
| 1Y | -60.2% | +20.2% | -80.4% | -61.1% |
| 3Y | -6.7% | +879.4% | -886.1% | -18.0% |
| 5Y | +28.3% | +415.3% | -387.0% | +13.6% |
| All | +308.9% | +2,100.8% | -1,791.9% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling