+504.5%
AVAV vs GAP
+91.5%
+413.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.2% | -4.5% | +2.2% | -1.3% |
| 30D | -13.9% | +9.0% | -23.0% | -15.9% |
| 3M | -29.2% | +5.0% | -34.2% | -30.4% |
| 6M | -36.1% | -17.8% | -18.3% | -34.3% |
| YTD | -40.2% | -10.4% | -29.8% | -39.8% |
| 1Y | -36.2% | -3.4% | -32.8% | -37.3% |
| 3Y | +47.5% | +111.5% | -64.0% | +12.8% |
| 5Y | +39.3% | +8.8% | +30.5% | +16.9% |
| 10Y | +482.6% | +32.9% | +449.7% | +297.8% |
| All | +504.5% | +91.5% | +413.0% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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