-54.2%
COMP vs AVAV
-13.5%
-40.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.8% | +1.7% | -5.5% |
| 7D | -1.8% | -24.3% | +22.5% | +5.7% |
| 30D | -0.8% | -28.9% | +28.1% | +8.6% |
| 3M | -28.1% | -39.3% | +11.1% | -18.3% |
| 6M | +27.0% | -38.8% | +65.8% | +40.6% |
| YTD | -12.8% | -57.8% | +45.0% | +3.5% |
| 1Y | +4.9% | -70.9% | +75.8% | +39.0% |
| 3Y | +321.0% | -14.8% | +335.8% | +215.3% |
| 5Y | -25.6% | +7.3% | -32.9% | -55.5% |
| All | -54.2% | -13.5% | -40.7% | -71.9% |
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