-35.3%
AVAV vs Z
-34.5%
-0.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.4% | +12.9% | +10.6% |
| 7D | -10.6% | -4.6% | -6.0% | -9.8% |
| 30D | -18.8% | +8.3% | -27.1% | -19.0% |
| 3M | -34.1% | -11.6% | -22.5% | -33.4% |
| 6M | -35.3% | -33.6% | -1.7% | -33.4% |
| All | -35.3% | -34.5% | -0.8% | -33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling