+35.7%
AVAV vs REPL
-33.0%
+68.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.0% | +9.6% | +12.5% |
| 7D | +3.2% | +14.2% | -11.1% | +2.9% |
| 30D | -7.4% | +65.9% | -73.3% | -8.3% |
| 3M | -32.0% | +84.6% | -116.6% | -32.9% |
| 6M | -24.6% | +446.9% | -471.5% | -28.6% |
| YTD | -47.5% | +129.0% | -176.5% | -49.7% |
| 1Y | -61.5% | +167.9% | -229.4% | -63.3% |
| 3Y | +5.5% | +93.9% | -88.4% | -8.6% |
| 5Y | +35.7% | -33.0% | +68.7% | -14.7% |
| All | +35.7% | -33.0% | +68.7% | -14.7% |
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