-40.5%
AVAV vs GWRE
-45.4%
+4.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +4.7% |
| 7D | -0.1% | -30.9% | +30.8% | +5.7% |
| 30D | -25.0% | -20.7% | -4.3% | -22.7% |
| 3M | -15.0% | +20.2% | -35.1% | -19.8% |
| 6M | -33.6% | -11.9% | -21.8% | -35.2% |
| YTD | -39.2% | -30.3% | -8.9% | -38.7% |
| 1Y | -40.5% | -44.6% | +4.2% | -31.0% |
| All | -40.5% | -45.4% | +4.9% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling