+661.6%
AXP vs AVAV
+308.3%
+353.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.8% | +7.6% | -0.4% |
| 7D | +0.4% | -24.3% | +24.7% | +5.7% |
| 30D | +7.0% | -28.9% | +35.9% | +13.8% |
| 3M | -6.6% | -39.3% | +32.7% | +1.9% |
| 6M | +3.5% | -38.8% | +42.2% | +10.5% |
| YTD | -11.2% | -57.8% | +46.6% | -0.3% |
| 1Y | -10.2% | -70.9% | +60.7% | +8.2% |
| 3Y | +120.0% | -14.8% | +134.9% | +97.7% |
| 5Y | +95.6% | +7.3% | +88.3% | +57.6% |
| 10Y | +468.1% | +325.3% | +142.8% | +199.5% |
| All | +661.6% | +308.3% | +353.3% | +230.9% |
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