+308.9%
AVAV vs SFM
+140.2%
+168.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -3.0% |
| 7D | +4.2% | +6.0% | -1.8% | +3.0% |
| 30D | -2.6% | -19.5% | +16.9% | +0.5% |
| 3M | -38.0% | -37.0% | -0.9% | -32.6% |
| 6M | -27.0% | -41.0% | +14.0% | -19.8% |
| YTD | -51.4% | -34.6% | -16.8% | -48.1% |
| 1Y | -60.2% | -36.3% | -24.0% | -57.3% |
| 3Y | -6.7% | +24.5% | -31.2% | -18.7% |
| 5Y | +28.3% | +115.9% | -87.6% | -6.9% |
| All | +308.9% | +140.2% | +168.7% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling