-44.8%
COMP vs AVAV
+22.5%
-67.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.6% |
| 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% | +90.8% |
| 5Y | -31.2% | +39.3% | -70.5% | -62.0% |
| All | -44.8% | +22.5% | -67.3% | -69.0% |
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