+20.0%
AWK vs AVAV
-68.0%
+88.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.3% | +10.5% | +2.0% |
| 7D | +7.0% | -10.1% | +17.1% | +6.8% |
| 30D | +17.0% | -18.7% | +35.8% | +16.5% |
| 3M | +12.4% | -33.0% | +45.4% | +11.5% |
| 6M | +19.6% | -37.2% | +56.8% | +18.6% |
| YTD | +17.0% | -53.2% | +70.2% | +19.6% |
| 1Y | +20.0% | -69.0% | +89.0% | +16.6% |
| All | +20.0% | -68.0% | +88.0% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling