-69.0%
AVAV vs SM
+70.4%
-139.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -15.3% | +7.0% | -9.2% |
| 7D | -10.1% | -21.5% | +11.4% | -11.6% |
| 30D | -18.7% | -11.4% | -7.3% | -18.9% |
| 3M | -33.0% | +0.6% | -33.6% | -31.7% |
| 6M | -37.2% | +0.2% | -37.4% | -35.5% |
| YTD | -53.2% | +69.7% | -122.8% | -47.7% |
| 1Y | -69.0% | +71.6% | -140.5% | -65.9% |
| All | -69.0% | +70.4% | -139.4% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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