+4.9%
COMP vs AVAV
-71.4%
+76.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.8% | +1.7% | -6.5% |
| 7D | -1.8% | -24.3% | +22.5% | +2.7% |
| 30D | -0.8% | -28.9% | +28.1% | +4.8% |
| 3M | -28.1% | -39.3% | +11.1% | -22.3% |
| 6M | +27.0% | -38.8% | +65.8% | +36.2% |
| YTD | -12.8% | -57.8% | +45.0% | -2.1% |
| 1Y | +4.9% | -70.9% | +75.8% | +22.1% |
| All | +4.9% | -71.4% | +76.3% | +22.1% |
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