+27.7%
AVAV vs REPL
-35.0%
+62.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +4.2% | +1.2% | +3.0% | +4.2% |
| 30D | -2.6% | +92.2% | -94.7% | -3.8% |
| 3M | -38.0% | +44.1% | -82.1% | -38.5% |
| 6M | -27.0% | +313.0% | -340.0% | -30.2% |
| YTD | -51.4% | +125.2% | -176.6% | -53.4% |
| 1Y | -60.2% | +143.8% | -204.0% | -62.0% |
| 3Y | -6.7% | +104.2% | -110.9% | -19.7% |
| All | +27.7% | -35.0% | +62.7% | -20.7% |
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