+24.2%
AVAV vs GWRE
+51.5%
-27.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.0% | -0.4% | -4.4% |
| 7D | -3.2% | -26.2% | +23.1% | +1.9% |
| 30D | -25.6% | -17.8% | -7.8% | -23.5% |
| 3M | -20.2% | +14.2% | -34.5% | -23.9% |
| 6M | -38.1% | -12.9% | -25.2% | -38.2% |
| YTD | -41.8% | -29.2% | -12.6% | -39.8% |
| 1Y | -39.0% | -44.4% | +5.4% | -33.7% |
| All | +24.2% | +51.5% | -27.2% | +4.9% |
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