-10.2%
AXP vs AVAV
-71.4%
+61.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.8% | +7.6% | -1.5% |
| 7D | +0.4% | -24.3% | +24.7% | +2.6% |
| 30D | +7.0% | -28.9% | +35.9% | +9.9% |
| 3M | -6.6% | -39.3% | +32.7% | -3.0% |
| 6M | +3.5% | -38.8% | +42.2% | +6.8% |
| YTD | -11.2% | -57.8% | +46.6% | -6.1% |
| 1Y | -10.2% | -70.9% | +60.7% | +0.4% |
| All | -10.2% | -71.4% | +61.2% | +0.4% |
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