+451.3%
AVAV vs RUN
-31.9%
+483.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.2% | +1.3% | -3.5% | -2.4% |
| 30D | -13.9% | -15.3% | +1.3% | -11.9% |
| 3M | -29.2% | -40.0% | +10.8% | -24.3% |
| 6M | -36.1% | -27.0% | -9.2% | -34.1% |
| YTD | -40.2% | -51.7% | +11.5% | -35.5% |
| 1Y | -36.2% | -45.9% | +9.7% | -32.8% |
| 3Y | +47.5% | -43.8% | +91.3% | +30.3% |
| 5Y | +39.3% | -80.5% | +119.8% | +35.2% |
| 10Y | +482.6% | +45.3% | +437.3% | +312.3% |
| All | +451.3% | -31.9% | +483.2% | +294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling