-14.1%
AVAV vs FIVE
+35.4%
-49.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.3% | -5.6% | -9.0% |
| 7D | -24.3% | -1.7% | -22.6% | -24.1% |
| 30D | -28.9% | +14.9% | -43.8% | -30.8% |
| 3M | -39.3% | +7.6% | -46.9% | -40.4% |
| 6M | -38.8% | +6.4% | -45.2% | -40.0% |
| YTD | -57.8% | +28.1% | -85.9% | -60.1% |
| 1Y | -70.9% | +54.7% | -125.6% | -73.4% |
| All | -14.1% | +35.4% | -49.4% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling