+326.6%
AVAV vs COO
+446.7%
-120.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.4% | -8.4% | -9.4% |
| 7D | -24.3% | +5.3% | -29.6% | -25.7% |
| 30D | -28.9% | +12.5% | -41.4% | -31.7% |
| 3M | -39.3% | -15.1% | -24.1% | -36.7% |
| 6M | -38.8% | +3.7% | -42.5% | -40.5% |
| YTD | -57.8% | -22.5% | -35.3% | -54.9% |
| 1Y | -70.9% | -7.8% | -63.1% | -70.8% |
| 3Y | -14.8% | -24.1% | +9.3% | -11.1% |
| 5Y | +7.3% | -40.1% | +47.4% | +19.9% |
| 10Y | +325.3% | +44.7% | +280.6% | +261.6% |
| All | +326.6% | +446.7% | -120.1% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling