+40.4%
AVAV vs EXEL
+199.5%
-159.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.2% | +8.4% | -10.6% | -3.6% |
| 30D | -13.9% | +4.1% | -18.0% | -14.7% |
| 3M | -29.2% | +12.4% | -41.7% | -30.8% |
| 6M | -36.1% | +41.5% | -77.7% | -40.0% |
| YTD | -40.2% | +34.6% | -74.8% | -43.3% |
| 1Y | -36.2% | +57.9% | -94.1% | -41.0% |
| 3Y | +47.5% | +159.5% | -112.0% | +19.2% |
| All | +40.4% | +199.5% | -159.1% | -0.5% |
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