+504.5%
AVAV vs SPY
+674.1%
-169.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.9% | +0.1% | -14.0% | -13.8% |
| 3M | -29.2% | +2.0% | -31.2% | -30.1% |
| 6M | -36.1% | +13.0% | -49.1% | -42.3% |
| YTD | -40.2% | +13.5% | -53.7% | -45.9% |
| 1Y | -36.2% | +20.0% | -56.2% | -44.9% |
| 3Y | +47.5% | +77.2% | -29.7% | -8.9% |
| 5Y | +39.3% | +81.9% | -42.6% | -16.1% |
| 10Y | +482.6% | +314.1% | +168.5% | +83.6% |
| All | +504.5% | +674.1% | -169.7% | +31.2% |
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