-69.0%
AVAV vs COPX
+31.7%
-100.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.0% | -12.3% | -9.9% |
| 7D | -10.1% | -3.0% | -7.1% | -9.1% |
| 30D | -18.7% | -13.6% | -5.1% | -13.7% |
| 3M | -33.0% | -11.2% | -21.8% | -30.6% |
| 6M | -37.2% | -2.4% | -34.8% | -37.7% |
| YTD | -53.2% | +4.2% | -57.4% | -58.6% |
| 1Y | -69.0% | +32.2% | -101.2% | -75.8% |
| All | -69.0% | +31.7% | -100.7% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling