+19.6%
AVAV vs FIVE
+14.2%
+5.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +10.9% | +10.6% |
| 7D | -10.6% | -0.3% | -10.3% | -10.6% |
| 30D | -18.8% | +17.7% | -36.5% | -22.0% |
| 3M | -34.1% | +4.0% | -38.1% | -35.0% |
| 6M | -35.3% | +2.6% | -37.9% | -36.4% |
| YTD | -53.4% | +27.6% | -81.0% | -56.5% |
| 1Y | -65.6% | +59.9% | -125.6% | -69.5% |
| 3Y | -5.1% | +35.8% | -40.8% | -14.9% |
| All | +19.6% | +14.2% | +5.4% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling