+51.8%
AVAV vs REPL
-22.6%
+74.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | -2.2% | -3.0% | +0.7% | -2.2% |
| 30D | -13.9% | +27.1% | -41.1% | -14.1% |
| 3M | -29.2% | +52.4% | -81.6% | -29.8% |
| 6M | -36.1% | +107.4% | -143.6% | -37.3% |
| YTD | -40.2% | +54.7% | -94.9% | -40.9% |
| 1Y | -36.2% | +158.9% | -195.1% | -38.8% |
| All | +51.8% | -22.6% | +74.4% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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