+24.2%
AVAV vs BOXX
+14.6%
+9.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -3.2% | +0.1% | -3.2% | -3.4% |
| 30D | -25.6% | +0.3% | -25.9% | -26.7% |
| 3M | -20.2% | +1.0% | -21.2% | -24.2% |
| 6M | -38.1% | +1.9% | -40.0% | -44.5% |
| YTD | -41.8% | +2.6% | -44.4% | -49.2% |
| 1Y | -39.0% | +4.0% | -43.1% | -48.4% |
| All | +24.2% | +14.6% | +9.7% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling