+360.1%
AVAV vs COPX
+131.8%
+228.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.4% |
| 7D | +9.9% | -1.5% | +11.4% | +10.9% |
| 30D | -5.4% | -14.0% | +8.6% | +0.3% |
| 3M | -36.5% | -17.1% | -19.4% | -32.2% |
| 6M | -25.3% | -15.9% | -9.4% | -20.9% |
| YTD | -48.6% | +2.6% | -51.2% | -50.1% |
| 1Y | -62.1% | +21.6% | -83.7% | -65.5% |
| 3Y | +2.3% | +142.7% | -140.4% | -30.9% |
| 5Y | +35.4% | +122.2% | -86.9% | -8.6% |
| 10Y | +345.1% | +338.8% | +6.3% | +114.9% |
| All | +360.1% | +131.8% | +228.3% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling