+559.0%
AVAV vs RACE
+647.6%
-88.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | -2.2% | -2.5% | +0.3% | -1.2% |
| 30D | -13.9% | +0.8% | -14.7% | -14.2% |
| 3M | -29.2% | +17.2% | -46.4% | -33.3% |
| 6M | -36.1% | +13.6% | -49.7% | -39.1% |
| YTD | -40.2% | +12.2% | -52.4% | -43.0% |
| 1Y | -36.2% | -16.3% | -20.0% | -32.7% |
| 3Y | +47.5% | +36.4% | +11.1% | +25.9% |
| 5Y | +39.3% | +95.0% | -55.7% | +1.6% |
| 10Y | +482.6% | +813.2% | -330.7% | +162.8% |
| All | +559.0% | +647.6% | -88.6% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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