+326.6%
AVAV vs ES
+418.0%
-91.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +2.1% | -11.9% | -10.6% |
| 7D | -24.3% | +5.9% | -30.2% | -26.0% |
| 30D | -28.9% | +10.2% | -39.1% | -31.5% |
| 3M | -39.3% | +0.4% | -39.7% | -39.6% |
| 6M | -38.8% | +6.9% | -45.6% | -40.6% |
| YTD | -57.8% | +10.5% | -68.3% | -59.6% |
| 1Y | -70.9% | +3.2% | -74.1% | -71.5% |
| 3Y | -14.8% | +49.0% | -63.9% | -29.7% |
| 5Y | +7.3% | +4.5% | +2.8% | +1.8% |
| 10Y | +325.3% | +92.3% | +233.0% | +194.3% |
| All | +326.6% | +418.0% | -91.4% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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