-59.7%
AVAV vs WOLF
+53.8%
-113.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | 0.0% |
| 7D | +9.9% | +21.5% | -11.6% | +7.1% |
| 30D | -5.4% | -1.2% | -4.2% | -6.0% |
| 3M | -36.5% | -8.2% | -28.4% | -36.8% |
| 6M | -25.3% | -45.0% | +19.7% | -22.5% |
| YTD | -48.6% | +59.0% | -107.6% | -51.3% |
| 1Y | -62.1% | +59.1% | -121.2% | -63.8% |
| All | -59.7% | +53.8% | -113.5% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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