+504.5%
AVAV vs WY
+65.9%
+438.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.0% |
| 7D | -2.2% | -1.7% | -0.5% | -1.6% |
| 30D | -13.9% | -10.1% | -3.8% | -10.6% |
| 3M | -29.2% | -5.1% | -24.1% | -28.4% |
| 6M | -36.1% | -4.8% | -31.4% | -35.5% |
| YTD | -40.2% | -0.2% | -40.0% | -40.5% |
| 1Y | -36.2% | -6.6% | -29.6% | -35.4% |
| 3Y | +47.5% | -22.7% | +70.3% | +56.6% |
| 5Y | +39.3% | -22.2% | +61.5% | +46.3% |
| 10Y | +482.6% | +7.3% | +475.3% | +415.2% |
| All | +504.5% | +65.9% | +438.6% | +357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling