-36.1%
AVAV vs FIVE
+12.1%
-48.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -2.9% |
| 7D | -2.2% | +4.3% | -6.5% | -3.2% |
| 30D | -13.9% | +12.5% | -26.4% | -16.9% |
| 3M | -29.2% | +31.2% | -60.5% | -34.1% |
| 6M | -36.1% | +14.4% | -50.5% | -40.0% |
| All | -36.1% | +12.1% | -48.2% | -40.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling