+371.2%
AVAV vs PHM
+371.3%
-0.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.0% | +12.4% | +10.9% |
| 7D | -10.6% | +6.2% | -16.8% | -12.0% |
| 30D | -18.8% | +17.9% | -36.7% | -21.9% |
| 3M | -34.1% | +2.5% | -36.6% | -34.7% |
| 6M | -35.3% | +10.8% | -46.1% | -37.1% |
| YTD | -53.4% | +13.7% | -67.1% | -54.9% |
| 1Y | -65.6% | +12.4% | -78.0% | -66.8% |
| 3Y | -5.1% | +65.6% | -70.7% | -17.2% |
| 5Y | +18.5% | +175.3% | -156.8% | -8.6% |
| 10Y | +369.8% | +713.9% | -344.1% | +185.9% |
| All | +371.2% | +371.3% | -0.1% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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