+371.2%
AVAV vs WY
+51.2%
+320.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.0% | +13.5% | +11.5% |
| 7D | -10.6% | +3.1% | -13.7% | -12.0% |
| 30D | -18.8% | +13.0% | -31.8% | -22.8% |
| 3M | -34.1% | -16.8% | -17.3% | -30.2% |
| 6M | -35.3% | -11.2% | -24.2% | -33.5% |
| YTD | -53.4% | -9.1% | -44.3% | -52.5% |
| 1Y | -65.6% | -4.8% | -60.9% | -65.7% |
| 3Y | -5.1% | -25.3% | +20.2% | +1.1% |
| 5Y | +18.5% | -33.2% | +51.7% | +30.7% |
| 10Y | +369.8% | +6.6% | +363.3% | +315.1% |
| All | +371.2% | +51.2% | +320.0% | +265.4% |
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