+358.4%
AVAV vs SPY
+312.9%
+45.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.3% | +10.1% | +10.1% |
| 7D | -10.6% | -2.7% | -7.9% | -7.8% |
| 30D | -18.8% | -5.4% | -13.4% | -13.6% |
| 3M | -34.1% | -4.1% | -30.0% | -30.8% |
| 6M | -35.3% | +0.7% | -36.0% | -35.1% |
| YTD | -53.4% | +8.7% | -62.1% | -56.6% |
| 1Y | -65.6% | +10.9% | -76.5% | -68.6% |
| 3Y | -5.1% | +75.0% | -80.1% | -45.7% |
| 5Y | +18.5% | +67.8% | -49.3% | -30.0% |
| All | +358.4% | +312.9% | +45.5% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling