+521.7%
AVAV vs EXPD
+443.5%
+78.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.4% |
| 7D | +3.2% | -0.9% | +4.1% | +3.5% |
| 30D | -20.3% | +4.1% | -24.4% | -21.7% |
| 3M | -19.4% | +13.8% | -33.2% | -23.6% |
| 6M | -35.3% | +27.3% | -62.5% | -41.7% |
| YTD | -38.5% | +25.4% | -63.9% | -44.6% |
| 1Y | -37.2% | +54.4% | -91.6% | -48.2% |
| 3Y | +31.1% | +67.9% | -36.8% | +2.6% |
| 5Y | +41.0% | +59.2% | -18.1% | +9.8% |
| 10Y | +508.8% | +308.6% | +200.2% | +221.8% |
| All | +521.7% | +443.5% | +78.2% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling