+532.2%
AVAV vs SFM
+132.6%
+399.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.6% |
| YTD | -40.2% | +2.2% | -42.4% | -41.0% |
| 1Y | -36.2% | -41.9% | +5.7% | -29.8% |
| 3Y | +47.5% | +106.8% | -59.2% | +18.6% |
| 5Y | +39.3% | +231.6% | -192.3% | -3.1% |
| 10Y | +482.6% | +258.4% | +224.1% | +273.8% |
| All | +532.2% | +132.6% | +399.6% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling