+19.6%
AVAV vs SFM
+105.4%
-85.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.8% | +15.3% | +11.2% |
| 7D | -10.6% | -1.2% | -9.4% | -10.7% |
| 30D | -18.8% | -24.8% | +6.0% | -15.9% |
| 3M | -34.1% | -43.7% | +9.6% | -28.2% |
| 6M | -35.3% | -37.3% | +1.9% | -31.2% |
| YTD | -53.4% | -38.4% | -15.0% | -50.4% |
| 1Y | -65.6% | -36.9% | -28.7% | -63.6% |
| 3Y | -5.1% | +20.7% | -25.7% | -13.5% |
| All | +19.6% | +105.4% | -85.8% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling