+35.7%
AVAV vs COO
-40.8%
+76.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.5% | +10.1% | +11.8% |
| 7D | +3.2% | +4.3% | -1.1% | +1.5% |
| 30D | -7.4% | +17.6% | -25.0% | -12.6% |
| 3M | -32.0% | -13.9% | -18.1% | -28.7% |
| 6M | -24.6% | +6.6% | -31.1% | -27.6% |
| YTD | -47.5% | -22.0% | -25.5% | -43.0% |
| 1Y | -61.5% | -8.8% | -52.7% | -61.0% |
| 3Y | +5.5% | -21.5% | +26.9% | +7.6% |
| 5Y | +35.7% | -41.0% | +76.8% | +42.1% |
| All | +35.7% | -40.8% | +76.5% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling