-61.9%
AVAV vs WOLF
+37.9%
-99.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.6% | -1.9% |
| 7D | +4.2% | +4.4% | -0.2% | +3.7% |
| 30D | -2.6% | +1.0% | -3.6% | -3.1% |
| 3M | -38.0% | -21.2% | -16.8% | -37.0% |
| 6M | -27.0% | -60.3% | +33.3% | -22.3% |
| YTD | -51.4% | +42.6% | -94.0% | -53.3% |
| 1Y | -60.2% | +36.5% | -96.7% | -61.4% |
| All | -61.9% | +37.9% | -99.9% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling