-63.0%
AVAV vs SFM
-38.0%
-25.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.6% |
| 7D | 0.0% | -6.9% | +6.9% | +0.5% |
| 30D | -9.9% | -25.0% | +15.1% | -7.4% |
| 3M | -34.7% | -42.7% | +8.0% | -28.4% |
| 6M | -26.6% | -41.0% | +14.4% | -20.5% |
| YTD | -48.9% | -38.7% | -10.3% | -45.7% |
| 1Y | -63.0% | -38.1% | -24.9% | -59.7% |
| All | -63.0% | -38.0% | -25.0% | -59.7% |
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