-5.1%
AVAV vs RUN
-8.7%
+3.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.1% | +9.3% | +10.4% |
| 7D | -10.6% | +33.4% | -44.0% | -13.1% |
| 30D | -18.8% | +31.1% | -49.9% | -21.0% |
| 3M | -34.1% | +6.4% | -40.5% | -34.7% |
| 6M | -35.3% | -22.2% | -13.1% | -34.4% |
| YTD | -53.4% | -45.8% | -7.6% | -51.8% |
| 1Y | -65.6% | -51.1% | -14.5% | -64.3% |
| 3Y | -5.1% | -3.0% | -2.1% | -10.8% |
| All | -5.1% | -8.7% | +3.6% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling