+504.5%
AVAV vs ARWR
+115.8%
+388.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -2.2% | +1.7% | -3.9% | -2.4% |
| 30D | -13.9% | -0.7% | -13.3% | -13.9% |
| 3M | -29.2% | +14.9% | -44.1% | -30.4% |
| 6M | -36.1% | +32.6% | -68.8% | -38.3% |
| YTD | -40.2% | +30.0% | -70.2% | -42.3% |
| 1Y | -36.2% | +208.4% | -244.6% | -44.3% |
| 3Y | +47.5% | +208.8% | -161.3% | +23.4% |
| 5Y | +39.3% | +27.8% | +11.5% | +23.6% |
| 10Y | +482.6% | +1,107.6% | -625.0% | +284.0% |
| All | +504.5% | +115.8% | +388.6% | +299.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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