-29.9%
COMP vs AVAV
+39.7%
-69.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.0% |
| 7D | +1.4% | -2.2% | +3.6% | +2.0% |
| 30D | -13.3% | -13.9% | +0.6% | -9.9% |
| 3M | +41.1% | -29.2% | +70.3% | +52.3% |
| 6M | +17.2% | -36.1% | +53.3% | +28.7% |
| YTD | +5.2% | -40.2% | +45.4% | +14.2% |
| 1Y | +18.9% | -36.2% | +55.1% | +22.0% |
| 3Y | +215.9% | +47.5% | +168.4% | +88.3% |
| All | -29.9% | +39.7% | -69.6% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling