+7.3%
AVAV vs EXPD
+52.5%
-45.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.5% | -5.4% | -8.5% |
| 7D | -24.3% | -4.8% | -19.5% | -23.1% |
| 30D | -28.9% | -1.5% | -27.4% | -28.4% |
| 3M | -39.3% | +4.1% | -43.4% | -39.9% |
| 6M | -38.8% | +24.0% | -62.8% | -42.6% |
| YTD | -57.8% | +27.4% | -85.2% | -61.0% |
| 1Y | -70.9% | +38.4% | -109.3% | -73.8% |
| 3Y | -14.8% | +73.2% | -88.0% | -30.5% |
| 5Y | +7.3% | +59.9% | -52.6% | -25.0% |
| All | +7.3% | +52.5% | -45.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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