+308.9%
AVAV vs SPY
+307.0%
+1.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.3% |
| 7D | +4.2% | +2.6% | +1.6% | +1.6% |
| 30D | -2.6% | -2.0% | -0.6% | 0.0% |
| 3M | -38.0% | -2.8% | -35.2% | -35.7% |
| 6M | -27.0% | +2.1% | -29.1% | -27.7% |
| YTD | -51.4% | +11.5% | -62.9% | -55.9% |
| 1Y | -60.2% | +13.5% | -73.7% | -64.6% |
| 3Y | -6.7% | +77.7% | -84.4% | -47.3% |
| 5Y | +28.3% | +72.6% | -44.3% | -26.2% |
| All | +308.9% | +307.0% | +1.9% | +4.5% |
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