-28.4%
AVAV vs SM
+7.4%
-35.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.2% | -8.0% | -3.1% |
| 7D | +18.4% | +10.6% | +7.8% | +17.8% |
| 30D | -4.9% | -15.0% | +10.0% | -4.7% |
| 3M | -37.7% | +1.7% | -39.3% | -36.1% |
| 6M | -28.4% | +5.9% | -34.3% | -26.6% |
| All | -28.4% | +7.4% | -35.8% | -26.6% |
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