+1,042.6%
AWK vs AVAV
+407.9%
+634.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -2.1% |
| 7D | +4.1% | -10.6% | +14.7% | +4.7% |
| 30D | +18.0% | -18.8% | +36.8% | +19.4% |
| 3M | +12.2% | -34.1% | +46.3% | +15.0% |
| 6M | +21.2% | -35.3% | +56.6% | +23.5% |
| YTD | +17.6% | -53.4% | +70.9% | +21.5% |
| 1Y | +19.2% | -65.6% | +84.9% | +25.9% |
| 3Y | +26.7% | -5.1% | +31.8% | +18.4% |
| 5Y | -1.3% | +18.5% | -19.8% | -11.9% |
| 10Y | +159.7% | +369.8% | -210.2% | +90.1% |
| All | +1,042.6% | +407.9% | +634.7% | +633.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling