-6.7%
AVAV vs GWRE
+74.3%
-81.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | +4.2% | -2.0% | +6.2% | +4.5% |
| 30D | -2.6% | -4.1% | +1.5% | -2.4% |
| 3M | -38.0% | -13.4% | -24.6% | -37.3% |
| 6M | -27.0% | +26.0% | -53.0% | -32.2% |
| YTD | -51.4% | -21.3% | -30.1% | -51.1% |
| 1Y | -60.2% | -27.5% | -32.7% | -59.3% |
| 3Y | -6.7% | +72.7% | -79.3% | -31.5% |
| All | -6.7% | +74.3% | -81.0% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling