+19.6%
AVAV vs REPL
-35.6%
+55.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +8.0% | +2.5% | +10.3% |
| 7D | -10.6% | +22.8% | -33.4% | -10.9% |
| 30D | -18.8% | +63.8% | -82.6% | -19.6% |
| 3M | -34.1% | +68.1% | -102.2% | -34.8% |
| 6M | -35.3% | +528.5% | -563.8% | -39.1% |
| YTD | -53.4% | +122.4% | -175.8% | -55.3% |
| 1Y | -65.6% | +154.4% | -220.0% | -67.2% |
| 3Y | -5.1% | +68.0% | -73.1% | -16.8% |
| All | +19.6% | -35.6% | +55.2% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling