+56.7%
AVAV vs SNY
+9.1%
+47.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.5% |
| 7D | -0.1% | -3.6% | +3.5% | +0.4% |
| 30D | -25.0% | -1.9% | -23.0% | -24.8% |
| 3M | -15.0% | -2.0% | -13.0% | -14.8% |
| 6M | -33.6% | +2.5% | -36.2% | -34.0% |
| YTD | -39.2% | -7.0% | -32.2% | -38.8% |
| 1Y | -40.5% | -4.4% | -36.1% | -40.4% |
| 3Y | +29.6% | -8.4% | +38.0% | +28.9% |
| 5Y | +56.7% | +9.5% | +47.2% | +53.5% |
| All | +56.7% | +9.1% | +47.6% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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