+418.2%
AVAV vs ALM
+3,431.9%
-3,013.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -9.6% | -0.3% | -9.8% |
| 7D | -24.3% | -14.5% | -9.8% | -24.2% |
| 30D | -28.9% | -39.0% | +10.1% | -28.6% |
| 3M | -39.3% | -40.3% | +1.0% | -39.1% |
| 6M | -38.8% | -60.3% | +21.5% | -38.4% |
| YTD | -57.8% | -9.8% | -48.0% | -57.8% |
| 1Y | -70.9% | +30.8% | -101.6% | -71.0% |
| 3Y | -14.8% | +772.4% | -787.2% | -15.9% |
| 5Y | +7.3% | +390.7% | -383.4% | +6.0% |
| 10Y | +325.3% | +2,028.5% | -1,703.2% | +317.0% |
| All | +418.2% | +3,431.9% | -3,013.7% | +397.7% |
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