+326.6%
AVAV vs SPY
+638.6%
-312.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.4% | -5.4% | -5.8% |
| 7D | -24.3% | -4.7% | -19.6% | -20.8% |
| 30D | -28.9% | -5.9% | -23.0% | -24.7% |
| 3M | -39.3% | -4.5% | -34.7% | -36.5% |
| 6M | -38.8% | +1.8% | -40.5% | -39.1% |
| YTD | -57.8% | +8.3% | -66.1% | -60.1% |
| 1Y | -70.9% | +9.3% | -80.2% | -72.7% |
| 3Y | -14.8% | +74.9% | -89.7% | -46.5% |
| 5Y | +7.3% | +67.3% | -60.0% | -30.3% |
| 10Y | +325.3% | +311.6% | +13.8% | +35.6% |
| All | +326.6% | +638.6% | -312.0% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling