+355.3%
AVAV vs FIVE
+867.4%
-512.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +6.7% | -15.0% | -9.9% |
| 7D | -10.1% | +7.5% | -17.6% | -11.7% |
| 30D | -18.7% | +16.7% | -35.4% | -21.7% |
| 3M | -33.0% | +13.4% | -46.4% | -35.3% |
| 6M | -37.2% | +9.0% | -46.2% | -39.1% |
| YTD | -53.2% | +33.8% | -87.0% | -56.7% |
| 1Y | -69.0% | +61.2% | -130.1% | -72.5% |
| 3Y | -5.5% | +42.1% | -47.6% | -18.4% |
| 5Y | +20.1% | +21.4% | -1.3% | +4.2% |
| 10Y | +371.8% | +609.1% | -237.3% | +193.5% |
| All | +355.3% | +867.4% | -512.1% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling