-37.2%
AVAV vs SFM
-45.2%
+8.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.5% | +9.4% | +4.0% |
| 7D | +3.2% | -5.8% | +9.0% | +4.2% |
| 30D | -20.3% | -11.4% | -9.0% | -18.7% |
| 3M | -19.4% | -12.2% | -7.2% | -17.6% |
| 6M | -35.3% | -5.2% | -30.1% | -35.2% |
| YTD | -38.5% | -4.5% | -34.0% | -38.4% |
| 1Y | -37.2% | -45.4% | +8.2% | -39.5% |
| All | -37.2% | -45.2% | +8.0% | -39.5% |
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