+472.4%
AVAV vs ALM
+3,507.4%
-3,035.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.1% | +8.3% | +10.4% |
| 7D | -10.6% | -6.7% | -3.9% | -10.5% |
| 30D | -18.8% | -32.9% | +14.1% | -18.6% |
| 3M | -34.1% | -39.5% | +5.4% | -33.9% |
| 6M | -35.3% | -62.0% | +26.7% | -34.9% |
| YTD | -53.4% | -7.8% | -45.6% | -53.4% |
| 1Y | -65.6% | +26.7% | -92.3% | -65.7% |
| 3Y | -5.1% | +825.4% | -830.4% | -6.3% |
| 5Y | +18.5% | +401.2% | -382.7% | +17.1% |
| 10Y | +369.8% | +2,074.0% | -1,704.2% | +360.6% |
| All | +472.4% | +3,507.4% | -3,035.1% | +449.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling