+42.6%
CMI vs AVAV
-40.1%
+82.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.6% |
| 7D | +0.7% | -3.2% | +3.9% | +1.0% |
| 30D | -12.3% | -25.6% | +13.3% | -9.6% |
| 3M | -16.8% | -20.2% | +3.4% | -15.5% |
| 6M | +1.5% | -38.1% | +39.6% | +5.4% |
| YTD | +9.8% | -41.8% | +51.6% | +14.7% |
| 1Y | +42.6% | -39.0% | +81.6% | +41.7% |
| All | +42.6% | -40.1% | +82.7% | +41.7% |
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