-69.0%
AVAV vs SFM
-35.8%
-33.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.6% | -12.0% | -8.6% |
| 7D | -10.1% | -12.3% | +2.2% | -9.1% |
| 30D | -18.7% | -16.2% | -2.5% | -17.0% |
| 3M | -33.0% | -36.8% | +3.8% | -26.6% |
| 6M | -37.2% | -32.6% | -4.6% | -32.9% |
| YTD | -53.2% | -31.7% | -21.5% | -50.1% |
| 1Y | -69.0% | -35.0% | -34.0% | -66.5% |
| All | -69.0% | -35.8% | -33.2% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling