+402.1%
AVAV vs GWRE
+869.7%
-467.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -19.9% | +18.2% | +4.2% |
| 7D | -2.2% | -21.1% | +18.9% | +4.1% |
| 30D | -13.9% | +1.3% | -15.2% | -15.3% |
| 3M | -29.2% | +7.4% | -36.7% | -32.3% |
| 6M | -36.1% | +5.6% | -41.7% | -39.4% |
| YTD | -40.2% | -19.2% | -21.0% | -39.0% |
| 1Y | -36.2% | -25.1% | -11.1% | -34.0% |
| 3Y | +47.5% | +87.7% | -40.2% | +8.1% |
| 5Y | +39.3% | +32.0% | +7.2% | +11.0% |
| 10Y | +482.6% | +157.8% | +324.8% | +277.0% |
| All | +402.1% | +869.7% | -467.6% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling