+40.4%
AVAV vs REPL
-54.3%
+94.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.4% |
| 3M | -29.2% | +52.4% | -81.6% | -30.4% |
| 6M | -36.1% | +107.4% | -143.6% | -38.9% |
| YTD | -40.2% | +54.7% | -94.9% | -42.2% |
| 1Y | -36.2% | +158.9% | -195.1% | -41.0% |
| 3Y | +47.5% | -23.7% | +71.3% | +37.2% |
| All | +40.4% | -54.3% | +94.7% | +14.9% |
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