+35.7%
AVAV vs REPL
+25.1%
+10.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.2% | -6.6% | -9.7% |
| 7D | -24.3% | +15.1% | -39.4% | -24.9% |
| 30D | -28.9% | +51.1% | -80.0% | -30.4% |
| 3M | -39.3% | +69.2% | -108.5% | -41.0% |
| 6M | -38.8% | +597.6% | -636.3% | -47.8% |
| YTD | -57.8% | +106.0% | -163.8% | -62.5% |
| 1Y | -70.9% | +133.3% | -204.2% | -74.4% |
| 3Y | -14.8% | +41.0% | -55.8% | -36.2% |
| 5Y | +7.3% | -40.1% | +47.4% | -13.0% |
| All | +35.7% | +25.1% | +10.5% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling