-38.8%
AVAV vs IRE
-94.4%
+55.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -33.9% | +24.1% | -7.1% |
| 7D | -24.3% | -57.1% | +32.8% | -19.9% |
| 30D | -28.9% | -84.4% | +55.5% | -20.0% |
| 3M | -39.3% | -85.0% | +45.7% | -32.3% |
| 6M | -38.8% | -95.2% | +56.5% | -27.2% |
| All | -38.8% | -94.4% | +55.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 6mo: compounded portfolio wealth divided by compounded IRE 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…
6mo analysis · Full analysis span regression · 6 months rolling