+322.3%
CMG vs AVAV
+478.0%
-155.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.8% | -1.8% |
| 7D | -6.5% | -3.2% | -3.3% | -6.1% |
| 30D | +12.1% | -25.6% | +37.7% | +16.1% |
| 3M | +20.6% | -20.2% | +40.8% | +22.7% |
| 6M | +2.1% | -38.1% | +40.1% | +6.5% |
| YTD | -2.6% | -41.8% | +39.2% | +1.4% |
| 1Y | -8.7% | -39.0% | +30.4% | -5.9% |
| 3Y | -7.4% | +24.1% | -31.5% | -17.2% |
| 5Y | -5.7% | +53.0% | -58.7% | -21.1% |
| 10Y | +322.3% | +493.8% | -171.5% | +239.9% |
| All | +322.3% | +478.0% | -155.7% | +239.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling