-63.5%
AVAV vs WOLF
+32.2%
-95.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +16.8% | -6.4% | +8.3% |
| 7D | -10.6% | +8.2% | -18.8% | -11.5% |
| 30D | -18.8% | -24.2% | +5.4% | -16.6% |
| 3M | -34.1% | -13.8% | -20.3% | -33.9% |
| 6M | -35.3% | -44.8% | +9.4% | -32.3% |
| YTD | -53.4% | +36.6% | -90.0% | -55.0% |
| 1Y | -65.6% | +27.6% | -93.2% | -66.4% |
| All | -63.5% | +32.2% | -95.6% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling