-5.1%
COF vs AVAV
-68.0%
+63.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.2% | -0.5% |
| 7D | +0.7% | -10.1% | +10.8% | +1.5% |
| 30D | +5.7% | -18.7% | +24.4% | +7.4% |
| 3M | -6.7% | -33.0% | +26.3% | -3.8% |
| 6M | +9.5% | -37.2% | +46.7% | +12.9% |
| YTD | -13.9% | -53.2% | +39.3% | -9.2% |
| 1Y | -5.1% | -69.0% | +63.9% | +9.5% |
| All | -5.1% | -68.0% | +63.0% | +9.5% |
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