+332.8%
AVAV vs SAN
+278.3%
+54.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.9% |
| 7D | +9.9% | +3.4% | +6.5% | +8.9% |
| 30D | -5.4% | -6.3% | +0.9% | -3.9% |
| 3M | -36.5% | -14.1% | -22.4% | -34.0% |
| 6M | -25.3% | +4.2% | -29.4% | -26.4% |
| YTD | -48.6% | +9.0% | -57.6% | -50.3% |
| 1Y | -62.1% | +18.8% | -80.8% | -64.3% |
| 3Y | +2.3% | +252.0% | -249.7% | -30.8% |
| 5Y | +35.4% | +299.5% | -264.1% | -15.1% |
| All | +332.8% | +278.3% | +54.5% | +151.9% |
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