+332.8%
AVAV vs COO
+41.7%
+291.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | +9.9% | -2.3% | +12.2% | +10.9% |
| 30D | -5.4% | +13.3% | -18.7% | -10.1% |
| 3M | -36.5% | -18.1% | -18.5% | -32.1% |
| 6M | -25.3% | +6.7% | -32.0% | -28.8% |
| YTD | -48.6% | -23.2% | -25.4% | -43.8% |
| 1Y | -62.1% | -12.3% | -49.8% | -61.1% |
| 3Y | +2.3% | -23.6% | +25.9% | +6.8% |
| 5Y | +35.4% | -38.7% | +74.1% | +53.5% |
| All | +332.8% | +41.7% | +291.1% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling