+345.1%
AVAV vs SM
+10.6%
+334.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.8% | +0.1% |
| 7D | +9.9% | +0.3% | +9.5% | +9.8% |
| 30D | -5.4% | -17.3% | +11.9% | -3.3% |
| 3M | -36.5% | -3.6% | -32.9% | -36.4% |
| 6M | -25.3% | +2.9% | -28.2% | -26.3% |
| YTD | -48.6% | +70.2% | -118.8% | -52.9% |
| 1Y | -62.1% | +66.5% | -128.6% | -65.3% |
| 3Y | +2.3% | -8.2% | +10.5% | -0.6% |
| 5Y | +35.4% | -1.5% | +36.8% | +27.7% |
| 10Y | +345.1% | +11.9% | +333.2% | +227.0% |
| All | +345.1% | +10.6% | +334.5% | +227.0% |
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