-0.9%
AWK vs AVAV
+18.1%
-19.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -1.6% |
| 7D | +4.1% | -10.6% | +14.7% | +4.3% |
| 30D | +18.0% | -18.8% | +36.8% | +18.4% |
| 3M | +12.2% | -34.1% | +46.3% | +13.1% |
| 6M | +21.2% | -35.3% | +56.6% | +22.0% |
| YTD | +17.6% | -53.4% | +70.9% | +19.1% |
| 1Y | +19.2% | -65.6% | +84.9% | +22.1% |
| 3Y | +26.7% | -5.1% | +31.8% | +16.8% |
| All | -0.9% | +18.1% | -19.1% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling