+481.6%
AVAV vs FIVE
+868.1%
-386.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.4% |
| 3M | -29.2% | +31.2% | -60.5% | -33.7% |
| 6M | -36.1% | +14.4% | -50.5% | -38.7% |
| YTD | -40.2% | +33.9% | -74.1% | -44.5% |
| 1Y | -36.2% | +65.1% | -101.3% | -43.6% |
| 3Y | +47.5% | +49.0% | -1.4% | +26.2% |
| 5Y | +39.3% | +30.3% | +9.0% | +19.0% |
| 10Y | +482.6% | +481.1% | +1.5% | +270.6% |
| All | +481.6% | +868.1% | -386.5% | +248.9% |
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