-69.0%
AVAV vs EXEL
+92.4%
-161.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.6% | -8.9% | -8.5% |
| 7D | -10.1% | +9.8% | -19.9% | -13.1% |
| 30D | -18.7% | +23.6% | -42.3% | -25.0% |
| 3M | -33.0% | +29.9% | -62.9% | -39.8% |
| 6M | -37.2% | +64.7% | -101.9% | -50.0% |
| YTD | -53.2% | +66.0% | -119.2% | -63.5% |
| 1Y | -69.0% | +92.0% | -160.9% | -77.1% |
| All | -69.0% | +92.4% | -161.4% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling