-39.0%
AVAV vs COPX
+87.6%
-126.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | -3.2% | +6.0% | -9.1% | -5.7% |
| 30D | -25.6% | +6.4% | -32.0% | -27.9% |
| 3M | -20.2% | +19.3% | -39.5% | -27.2% |
| 6M | -38.1% | +16.2% | -54.3% | -43.2% |
| YTD | -41.8% | +33.2% | -74.9% | -51.0% |
| 1Y | -39.0% | +90.2% | -129.3% | -44.5% |
| All | -39.0% | +87.6% | -126.7% | -44.5% |
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