-35.3%
AVAV vs SM
+2.7%
-38.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.0% | +9.5% | +10.4% |
| 7D | -10.6% | -25.9% | +15.3% | -10.3% |
| 30D | -18.8% | -15.1% | -3.7% | -17.8% |
| 3M | -34.1% | +4.9% | -39.0% | -31.1% |
| 6M | -35.3% | +6.1% | -41.5% | -29.3% |
| All | -35.3% | +2.7% | -38.0% | -29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling