+310.5%
AVAV vs FIVE
+826.1%
-515.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.3% | -5.6% | -8.9% |
| 7D | -24.3% | -1.7% | -22.6% | -24.1% |
| 30D | -28.9% | +14.9% | -43.8% | -31.2% |
| 3M | -39.3% | +7.6% | -46.9% | -40.6% |
| 6M | -38.8% | +6.4% | -45.2% | -40.2% |
| YTD | -57.8% | +28.1% | -85.9% | -60.5% |
| 1Y | -70.9% | +54.7% | -125.6% | -73.9% |
| 3Y | -14.8% | +36.1% | -50.9% | -25.6% |
| 5Y | +7.3% | +14.9% | -7.6% | -5.6% |
| 10Y | +325.3% | +578.8% | -253.5% | +167.4% |
| All | +310.5% | +826.1% | -515.7% | +148.1% |
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