+293.7%
AVAV vs Z
+9.5%
+284.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -10.6% | +0.8% | -7.7% |
| 7D | -24.3% | -2.3% | -22.1% | -24.1% |
| 30D | -28.9% | +9.4% | -38.2% | -30.6% |
| 3M | -39.3% | -16.1% | -23.2% | -37.8% |
| 6M | -38.8% | -30.4% | -8.3% | -35.0% |
| YTD | -57.8% | -55.6% | -2.2% | -51.1% |
| 1Y | -70.9% | -58.5% | -12.4% | -65.9% |
| 3Y | -14.8% | -19.6% | +4.8% | -15.6% |
| 5Y | +7.3% | -54.1% | +61.4% | +12.7% |
| 10Y | +325.3% | -12.1% | +337.4% | +268.8% |
| All | +293.7% | +9.5% | +284.1% | +230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling