-65.6%
AVAV vs WOLF
+18.5%
-84.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +16.8% | -6.4% | +8.2% |
| 7D | -10.6% | +8.2% | -18.8% | -11.6% |
| 30D | -18.8% | -24.2% | +5.4% | -16.5% |
| 3M | -34.1% | -13.8% | -20.3% | -33.9% |
| 6M | -35.3% | -44.8% | +9.4% | -31.8% |
| YTD | -53.4% | +36.6% | -90.0% | -54.8% |
| 1Y | -65.6% | +27.6% | -93.2% | -65.2% |
| All | -65.6% | +18.5% | -84.1% | -65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling