+326.6%
AVAV vs SM
-0.8%
+327.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.6% | -5.2% | -9.2% |
| 7D | -24.3% | -25.1% | +0.8% | -21.2% |
| 30D | -28.9% | -15.6% | -13.3% | -27.3% |
| 3M | -39.3% | +2.7% | -42.0% | -39.7% |
| 6M | -38.8% | -3.8% | -34.9% | -39.2% |
| YTD | -57.8% | +61.8% | -119.6% | -61.5% |
| 1Y | -70.9% | +71.4% | -142.3% | -73.7% |
| 3Y | -14.8% | -20.7% | +5.9% | -15.9% |
| 5Y | +7.3% | -11.5% | +18.8% | +1.4% |
| 10Y | +325.3% | +10.2% | +315.1% | +197.1% |
| All | +326.6% | -0.8% | +327.4% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling