+326.6%
AVAV vs SAN
+101.9%
+224.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.5% | -9.4% | -9.7% |
| 7D | -24.3% | +3.5% | -27.8% | -25.1% |
| 30D | -28.9% | -13.2% | -15.7% | -26.4% |
| 3M | -39.3% | -16.9% | -22.3% | -36.5% |
| 6M | -38.8% | +2.3% | -41.1% | -39.4% |
| YTD | -57.8% | +4.9% | -62.7% | -58.7% |
| 1Y | -70.9% | +20.4% | -91.3% | -72.6% |
| 3Y | -14.8% | +243.2% | -258.0% | -40.1% |
| 5Y | +7.3% | +275.3% | -268.0% | -28.7% |
| 10Y | +325.3% | +254.0% | +71.3% | +170.2% |
| All | +326.6% | +101.9% | +224.7% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling