+634.3%
AVAV vs ALM
+7,705.7%
-7,071.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | -2.2% | -2.6% | +0.4% | -2.2% |
| 30D | -13.9% | +32.0% | -45.9% | -14.1% |
| 3M | -29.2% | -15.0% | -14.2% | -29.2% |
| 6M | -36.1% | -10.1% | -26.0% | -36.1% |
| YTD | -40.2% | +99.4% | -139.6% | -40.5% |
| 1Y | -36.2% | +316.4% | -352.6% | -36.9% |
| 3Y | +47.5% | +2,022.0% | -1,974.5% | +44.7% |
| 5Y | +39.3% | +941.2% | -901.9% | +36.8% |
| 10Y | +482.6% | +2,950.3% | -2,467.8% | +468.5% |
| All | +634.3% | +7,705.7% | -7,071.5% | +601.4% |
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