+35.4%
AVAV vs ALM
+456.2%
-420.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +9.9% | -7.2% | +17.0% | +11.0% |
| 30D | -5.4% | -26.4% | +20.9% | -1.9% |
| 3M | -36.5% | -38.6% | +2.1% | -33.4% |
| 6M | -25.3% | -61.0% | +35.7% | -18.1% |
| YTD | -48.6% | -7.4% | -41.2% | -49.0% |
| 1Y | -62.1% | +14.0% | -76.1% | -63.2% |
| 3Y | +2.3% | +844.4% | -842.1% | -13.1% |
| 5Y | +35.4% | +410.8% | -375.4% | +12.3% |
| All | +35.4% | +456.2% | -420.9% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling