+320.5%
AVAV vs WY
+3.3%
+317.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.5% |
| 7D | +18.4% | -5.4% | +23.8% | +20.9% |
| 30D | -4.9% | +7.9% | -12.8% | -8.4% |
| 3M | -37.7% | -16.6% | -21.0% | -33.5% |
| 6M | -28.4% | -11.2% | -17.2% | -26.2% |
| YTD | -50.0% | -11.3% | -38.7% | -48.4% |
| 1Y | -62.6% | -5.5% | -57.1% | -62.6% |
| 3Y | -0.6% | -25.4% | +24.8% | +6.5% |
| 5Y | +31.9% | -32.4% | +64.3% | +46.1% |
| All | +320.5% | +3.3% | +317.2% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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