+19.6%
AVAV vs SAN
+267.8%
-248.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.2% | +12.7% | +10.9% |
| 7D | -10.6% | +4.9% | -15.5% | -11.7% |
| 30D | -18.8% | -13.0% | -5.8% | -16.5% |
| 3M | -34.1% | -18.9% | -15.2% | -31.2% |
| 6M | -35.3% | -4.1% | -31.2% | -34.9% |
| YTD | -53.4% | +2.6% | -56.0% | -53.9% |
| 1Y | -65.6% | +16.9% | -82.6% | -67.0% |
| 3Y | -5.1% | +239.1% | -244.1% | -27.5% |
| All | +19.6% | +267.8% | -248.2% | -21.5% |
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 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