+34.5%
AVAV vs SAN
+298.8%
-264.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.9% |
| 7D | 0.0% | +10.8% | -10.8% | -2.3% |
| 30D | -9.9% | -5.7% | -4.2% | -8.9% |
| 3M | -34.7% | -13.4% | -21.3% | -32.7% |
| 6M | -26.6% | +3.5% | -30.2% | -27.3% |
| YTD | -48.9% | +9.7% | -58.7% | -50.3% |
| 1Y | -63.0% | +20.9% | -83.9% | -64.7% |
| 3Y | +1.6% | +254.3% | -252.7% | -23.1% |
| 5Y | +34.5% | +304.2% | -269.7% | -16.9% |
| All | +34.5% | +298.8% | -264.3% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling