+521.7%
AVAV vs SNY
+113.0%
+408.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.7% |
| 7D | +3.2% | -2.7% | +5.9% | +4.1% |
| 30D | -20.3% | -0.7% | -19.6% | -20.2% |
| 3M | -19.4% | -1.6% | -17.8% | -19.3% |
| 6M | -35.3% | +2.3% | -37.5% | -36.0% |
| YTD | -38.5% | -6.0% | -32.5% | -37.5% |
| 1Y | -37.2% | -2.7% | -34.5% | -37.2% |
| 3Y | +31.1% | -7.5% | +38.6% | +29.1% |
| 5Y | +41.0% | +6.7% | +34.3% | +28.5% |
| 10Y | +508.8% | +62.3% | +446.5% | +360.6% |
| All | +521.7% | +113.0% | +408.7% | +259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling