+27.7%
AVAV vs SM
+5.5%
+22.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +4.2% | +9.4% | -5.2% | +2.3% |
| 30D | -2.6% | -14.4% | +11.8% | +0.1% |
| 3M | -38.0% | +1.6% | -39.5% | -38.5% |
| 6M | -27.0% | +6.3% | -33.4% | -29.1% |
| YTD | -51.4% | +78.8% | -130.2% | -59.0% |
| 1Y | -60.2% | +83.1% | -143.4% | -66.8% |
| 3Y | -6.7% | -5.9% | -0.8% | -11.6% |
| All | +27.7% | +5.5% | +22.2% | +14.1% |
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