+371.2%
AVAV vs CHD
+1,169.2%
-797.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.8% | +12.3% | +11.0% |
| 7D | -10.6% | +2.0% | -12.5% | -11.3% |
| 30D | -18.8% | +13.0% | -31.8% | -22.1% |
| 3M | -34.1% | +6.1% | -40.2% | -35.6% |
| 6M | -35.3% | +15.9% | -51.2% | -38.7% |
| YTD | -53.4% | +31.6% | -85.0% | -57.8% |
| 1Y | -65.6% | +28.5% | -94.1% | -68.7% |
| 3Y | -5.1% | +30.5% | -35.5% | -16.7% |
| 5Y | +18.5% | +30.7% | -12.2% | +1.5% |
| 10Y | +369.8% | +184.2% | +185.6% | +170.5% |
| All | +371.2% | +1,169.2% | -797.9% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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