-38.8%
AVAV vs COO
+3.2%
-42.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.4% | -8.4% | -10.0% |
| 7D | -24.3% | +5.3% | -29.6% | -23.9% |
| 30D | -28.9% | +12.5% | -41.4% | -28.3% |
| 3M | -39.3% | -15.1% | -24.1% | -37.3% |
| 6M | -38.8% | +3.7% | -42.5% | -32.5% |
| All | -38.8% | +3.2% | -42.0% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling