-69.0%
AVAV vs SAN
+23.5%
-92.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +6.4% | -14.8% | -10.0% |
| 7D | -10.1% | +4.5% | -14.6% | -11.2% |
| 30D | -18.7% | -12.1% | -6.6% | -15.4% |
| 3M | -33.0% | -15.6% | -17.5% | -29.5% |
| 6M | -37.2% | +5.8% | -43.0% | -37.8% |
| YTD | -53.2% | +5.5% | -58.6% | -55.3% |
| 1Y | -69.0% | +23.6% | -92.6% | -71.5% |
| All | -69.0% | +23.5% | -92.4% | -71.5% |
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