+3,059.0%
CMG vs AVAV
+478.6%
+2,580.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -2.8% | -2.2% | -0.6% | -2.5% |
| 30D | +7.1% | -13.9% | +21.1% | +9.0% |
| 3M | +31.2% | -29.2% | +60.4% | +35.9% |
| 6M | +0.7% | -36.1% | +36.8% | +5.1% |
| YTD | -0.1% | -40.2% | +40.1% | +4.1% |
| 1Y | -10.7% | -36.2% | +25.5% | -8.5% |
| 3Y | -4.7% | +47.5% | -52.2% | -18.2% |
| 5Y | -3.8% | +39.3% | -43.0% | -19.5% |
| 10Y | +352.5% | +482.6% | -130.1% | +179.8% |
| All | +3,059.0% | +478.6% | +2,580.4% | +1,677.9% |
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