+27.7%
AVAV vs EXEL
+281.2%
-253.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | +4.2% | -0.8% | +5.0% | +4.5% |
| 30D | -2.6% | +13.1% | -15.7% | -4.5% |
| 3M | -38.0% | +36.3% | -74.3% | -41.3% |
| 6M | -27.0% | +34.5% | -61.5% | -30.8% |
| YTD | -51.4% | +57.4% | -108.8% | -55.2% |
| 1Y | -60.2% | +62.9% | -123.2% | -63.5% |
| 3Y | -6.7% | +229.5% | -236.2% | -28.6% |
| All | +27.7% | +281.2% | -253.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling