+34.5%
AVAV vs Z
-56.4%
+90.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -1.3% |
| 7D | 0.0% | -6.5% | +6.4% | +1.5% |
| 30D | -9.9% | -0.1% | -9.8% | -10.5% |
| 3M | -34.7% | -14.1% | -20.6% | -33.1% |
| 6M | -26.6% | -30.1% | +3.4% | -21.0% |
| YTD | -48.9% | -57.5% | +8.6% | -37.7% |
| 1Y | -63.0% | -60.3% | -2.7% | -54.2% |
| 3Y | +1.6% | -21.0% | +22.6% | -1.8% |
| 5Y | +34.5% | -54.9% | +89.4% | +28.9% |
| All | +34.5% | -56.4% | +90.9% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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