+434.9%
AVAV vs COPX
+186.2%
+248.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -2.2% | -4.0% | +1.8% | -0.7% |
| 30D | -13.9% | +4.5% | -18.5% | -15.5% |
| 3M | -29.2% | +0.8% | -30.1% | -29.8% |
| 6M | -36.1% | +3.2% | -39.3% | -37.7% |
| YTD | -40.2% | +26.7% | -66.9% | -46.2% |
| 1Y | -36.2% | +85.7% | -121.9% | -50.5% |
| 3Y | +47.5% | +151.2% | -103.6% | -1.5% |
| 5Y | +39.3% | +170.0% | -130.7% | -12.8% |
| 10Y | +482.6% | +572.9% | -90.4% | +140.3% |
| All | +434.9% | +186.2% | +248.7% | +174.3% |
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