+40.4%
AVAV vs SM
+107.8%
-67.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.9% | +26.3% | -40.2% | -17.6% |
| 3M | -29.2% | +8.7% | -37.9% | -30.9% |
| 6M | -36.1% | +51.7% | -87.8% | -42.5% |
| YTD | -40.2% | +99.0% | -139.2% | -49.8% |
| 1Y | -36.2% | +34.6% | -70.8% | -41.7% |
| 3Y | +47.5% | -7.8% | +55.3% | +41.5% |
| All | +40.4% | +107.8% | -67.4% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling