+35.4%
AVAV vs SFM
+111.2%
-75.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.7% | +0.2% |
| 7D | +9.9% | -7.1% | +16.9% | +11.0% |
| 30D | -5.4% | -21.4% | +16.0% | -2.8% |
| 3M | -36.5% | -40.1% | +3.6% | -31.6% |
| 6M | -25.3% | -38.0% | +12.8% | -20.2% |
| YTD | -48.6% | -36.5% | -12.0% | -45.5% |
| 1Y | -62.1% | -35.2% | -26.9% | -60.0% |
| 3Y | +2.3% | +23.5% | -21.2% | -7.0% |
| 5Y | +35.4% | +109.7% | -74.3% | -1.4% |
| All | +35.4% | +111.2% | -75.8% | -1.4% |
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