+5.5%
AVAV vs ALM
+907.8%
-902.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +8.1% | +4.5% | +11.3% |
| 7D | +3.2% | +0.7% | +2.4% | +3.2% |
| 30D | -7.4% | -26.1% | +18.7% | -3.0% |
| 3M | -32.0% | -38.1% | +6.1% | -27.7% |
| 6M | -24.6% | -55.4% | +30.9% | -16.4% |
| YTD | -47.5% | -0.4% | -47.1% | -49.2% |
| 1Y | -61.5% | +25.4% | -86.8% | -64.0% |
| 3Y | +5.5% | +907.8% | -902.3% | -19.7% |
| All | +5.5% | +907.8% | -902.3% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling