+499.0%
AVAV vs SM
+5.6%
+493.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.9% | +26.3% | -40.2% | -16.4% |
| 3M | -29.2% | +8.7% | -37.9% | -30.4% |
| 6M | -36.1% | +51.7% | -87.8% | -40.2% |
| YTD | -40.2% | +99.0% | -139.2% | -46.2% |
| 1Y | -36.2% | +34.6% | -70.8% | -39.8% |
| 3Y | +47.5% | -7.8% | +55.3% | +43.4% |
| 5Y | +39.3% | +104.8% | -65.5% | +21.1% |
| All | +499.0% | +5.6% | +493.4% | +344.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling