-37.2%
AVAV vs RUN
-49.0%
+11.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.9% | +2.1% |
| 7D | +3.2% | +10.2% | -7.0% | +1.2% |
| 30D | -20.3% | -9.6% | -10.7% | -18.8% |
| 3M | -19.4% | -31.5% | +12.1% | -14.6% |
| 6M | -35.3% | -18.7% | -16.6% | -34.0% |
| YTD | -38.5% | -49.9% | +11.4% | -32.1% |
| 1Y | -37.2% | -45.5% | +8.3% | -32.1% |
| All | -37.2% | -49.0% | +11.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling