-1.2%
AVAV vs EXEL
+238.6%
-239.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +9.9% | -2.8% | +12.7% | +10.3% |
| 30D | -5.4% | +18.2% | -23.6% | -6.9% |
| 3M | -36.5% | +37.7% | -74.3% | -38.6% |
| 6M | -25.3% | +42.2% | -67.5% | -27.9% |
| YTD | -48.6% | +61.3% | -109.9% | -51.0% |
| 1Y | -62.1% | +64.5% | -126.6% | -63.8% |
| All | -1.2% | +238.6% | -239.8% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling