-5.1%
AVAV vs SAN
+235.5%
-240.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.2% | +12.7% | +11.0% |
| 7D | -10.6% | +4.9% | -15.5% | -11.8% |
| 30D | -18.8% | -13.0% | -5.8% | -16.2% |
| 3M | -34.1% | -18.9% | -15.2% | -30.8% |
| 6M | -35.3% | -4.1% | -31.2% | -34.7% |
| YTD | -53.4% | +2.6% | -56.0% | -54.0% |
| 1Y | -65.6% | +16.9% | -82.6% | -67.0% |
| 3Y | -5.1% | +239.1% | -244.1% | -28.0% |
| All | -5.1% | +235.5% | -240.6% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling