-36.2%
AVAV vs SAN
+58.9%
-95.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.2% | +1.8% | -4.0% | -2.7% |
| 30D | -13.9% | +2.0% | -15.9% | -14.4% |
| 3M | -29.2% | +19.7% | -49.0% | -32.7% |
| 6M | -36.1% | +30.6% | -66.8% | -41.2% |
| YTD | -40.2% | +28.8% | -69.0% | -45.1% |
| 1Y | -36.2% | +57.8% | -94.0% | -40.1% |
| All | -36.2% | +58.9% | -95.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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