+371.2%
AVAV vs GAP
+84.7%
+286.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.1% | +14.6% | +11.3% |
| 7D | -10.6% | -3.8% | -6.8% | -10.1% |
| 30D | -18.8% | -9.0% | -9.8% | -17.4% |
| 3M | -34.1% | +5.5% | -39.6% | -35.4% |
| 6M | -35.3% | -11.1% | -24.3% | -34.5% |
| YTD | -53.4% | -13.6% | -39.8% | -52.9% |
| 1Y | -65.6% | -2.9% | -62.8% | -66.3% |
| 3Y | -5.1% | +69.6% | -74.7% | -23.5% |
| 5Y | +18.5% | +5.4% | +13.1% | +0.1% |
| 10Y | +369.8% | +17.8% | +352.0% | +231.5% |
| All | +371.2% | +84.7% | +286.5% | +144.0% |
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