+92.3%
AVAV vs REPL
-6.0%
+98.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | -2.2% | -3.0% | +0.7% | -2.1% |
| 30D | -13.9% | +27.1% | -41.1% | -15.1% |
| 3M | -29.2% | +52.4% | -81.6% | -32.3% |
| 6M | -36.1% | +107.4% | -143.6% | -43.4% |
| YTD | -40.2% | +54.7% | -94.9% | -45.9% |
| 1Y | -36.2% | +158.9% | -195.1% | -46.8% |
| 3Y | +47.5% | -23.7% | +71.3% | +17.8% |
| 5Y | +39.3% | -54.3% | +93.6% | +14.2% |
| All | +92.3% | -6.0% | +98.3% | +16.5% |
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 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