-69.0%
AVAV vs FIVE
+63.3%
-132.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +6.7% | -15.0% | -10.5% |
| 7D | -10.1% | +7.5% | -17.6% | -12.3% |
| 30D | -18.7% | +16.7% | -35.4% | -23.1% |
| 3M | -33.0% | +13.4% | -46.4% | -36.9% |
| 6M | -37.2% | +9.0% | -46.2% | -40.2% |
| YTD | -53.2% | +33.8% | -87.0% | -63.1% |
| 1Y | -69.0% | +61.2% | -130.1% | -79.5% |
| All | -69.0% | +63.3% | -132.2% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling