+379.1%
AVAV vs SAN
+267.2%
+111.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.1% | +6.5% | +10.9% |
| 7D | +3.2% | +8.7% | -5.6% | +0.6% |
| 30D | -7.4% | -6.5% | -0.9% | -5.9% |
| 3M | -32.0% | -14.2% | -17.8% | -29.3% |
| 6M | -24.6% | +2.7% | -27.3% | -25.4% |
| YTD | -47.5% | +8.9% | -56.4% | -49.2% |
| 1Y | -61.5% | +23.4% | -84.9% | -64.1% |
| 3Y | +5.5% | +257.9% | -252.5% | -28.7% |
| 5Y | +35.7% | +297.8% | -262.0% | -14.4% |
| 10Y | +379.1% | +259.6% | +119.5% | +197.6% |
| All | +379.1% | +267.2% | +111.8% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling