+119.7%
AXP vs AVAV
-14.7%
+134.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.8% | +7.6% | -1.3% |
| 7D | +0.4% | -24.3% | +24.7% | +3.1% |
| 30D | +7.0% | -28.9% | +35.9% | +10.5% |
| 3M | -6.6% | -39.3% | +32.7% | -2.2% |
| 6M | +3.5% | -38.8% | +42.2% | +7.3% |
| YTD | -11.2% | -57.8% | +46.6% | -5.3% |
| 1Y | -10.2% | -70.9% | +60.7% | -0.4% |
| All | +119.7% | -14.7% | +134.4% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling