+3.0%
AWK vs AVAV
-35.3%
+38.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.1% |
| 7D | +2.2% | +3.2% | -1.0% | +2.3% |
| 30D | +4.4% | -20.3% | +24.8% | +3.8% |
| 3M | +15.4% | -19.4% | +34.8% | +14.8% |
| 6M | +3.5% | -35.3% | +38.8% | +2.6% |
| YTD | +9.8% | -38.5% | +48.3% | +11.3% |
| 1Y | +3.0% | -37.2% | +40.2% | +7.4% |
| All | +3.0% | -35.3% | +38.3% | +7.4% |
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