+41.0%
AVAV vs COPX
+186.1%
-145.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.4% |
| 7D | +3.2% | +5.8% | -2.6% | +1.1% |
| 30D | -20.3% | +7.2% | -27.5% | -22.4% |
| 3M | -19.4% | +16.5% | -35.9% | -24.2% |
| 6M | -35.3% | +18.4% | -53.7% | -39.6% |
| YTD | -38.5% | +31.9% | -70.4% | -44.9% |
| 1Y | -37.2% | +88.5% | -125.7% | -50.0% |
| 3Y | +31.1% | +173.1% | -142.0% | -10.3% |
| 5Y | +41.0% | +193.1% | -152.1% | -2.2% |
| All | +41.0% | +186.1% | -145.0% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling