+379.1%
AVAV vs SM
+4.9%
+374.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.7% | +15.3% | +12.9% |
| 7D | +3.2% | -22.3% | +25.4% | +6.4% |
| 30D | -7.4% | -21.4% | +13.9% | -4.7% |
| 3M | -32.0% | +1.4% | -33.4% | -32.3% |
| 6M | -24.6% | +0.1% | -24.7% | -25.3% |
| YTD | -47.5% | +59.0% | -106.5% | -51.5% |
| 1Y | -61.5% | +64.3% | -125.8% | -64.7% |
| 3Y | +5.5% | -13.1% | +18.6% | +3.2% |
| 5Y | +35.7% | -13.9% | +49.6% | +30.0% |
| 10Y | +379.1% | +1.7% | +377.4% | +254.3% |
| All | +379.1% | +4.9% | +374.2% | +254.3% |
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