+31.1%
AVAV vs COPX
+171.8%
-140.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.3% |
| 7D | +3.2% | +5.8% | -2.6% | +1.0% |
| 30D | -20.3% | +7.2% | -27.5% | -22.5% |
| 3M | -19.4% | +16.5% | -35.9% | -24.4% |
| 6M | -35.3% | +18.4% | -53.7% | -39.8% |
| YTD | -38.5% | +31.9% | -70.4% | -45.1% |
| 1Y | -37.2% | +88.5% | -125.7% | -49.8% |
| 3Y | +31.1% | +173.1% | -142.0% | -7.4% |
| All | +31.1% | +171.8% | -140.7% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling