+504.5%
AVAV vs CHD
+1,044.0%
-539.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.2% | -2.7% | +0.5% | -1.4% |
| 30D | -13.9% | -4.6% | -9.3% | -12.7% |
| 3M | -29.2% | +5.0% | -34.3% | -30.6% |
| 6M | -36.1% | -3.2% | -32.9% | -35.8% |
| YTD | -40.2% | +18.6% | -58.8% | -43.9% |
| 1Y | -36.2% | +4.8% | -41.0% | -38.0% |
| 3Y | +47.5% | +6.1% | +41.4% | +39.3% |
| 5Y | +39.3% | +24.0% | +15.3% | +21.0% |
| 10Y | +482.6% | +124.5% | +358.1% | +270.3% |
| All | +504.5% | +1,044.0% | -539.5% | +77.1% |
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