+499.0%
AVAV vs SFM
+326.6%
+172.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.4% |
| 7D | -2.2% | -0.1% | -2.2% | -2.2% |
| 30D | -13.9% | -4.4% | -9.6% | -13.3% |
| 3M | -29.2% | +1.5% | -30.8% | -29.8% |
| 6M | -36.1% | +6.5% | -42.6% | -37.7% |
| YTD | -40.2% | +2.2% | -42.4% | -41.1% |
| 1Y | -36.2% | -41.9% | +5.7% | -29.5% |
| 3Y | +47.5% | +106.8% | -59.2% | +16.6% |
| 5Y | +39.3% | +231.6% | -192.3% | -6.2% |
| All | +499.0% | +326.6% | +172.3% | +256.2% |
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