+20.0%
COP vs AVAV
+48.2%
-28.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -1.0% |
| 7D | +3.0% | -2.2% | +5.2% | +3.1% |
| 30D | +17.5% | -13.9% | +31.4% | +18.1% |
| 3M | +13.4% | -29.2% | +42.6% | +14.8% |
| 6M | +17.7% | -36.1% | +53.9% | +19.6% |
| YTD | +46.6% | -40.2% | +86.8% | +48.7% |
| 1Y | +44.6% | -36.2% | +80.8% | +45.0% |
| All | +20.0% | +48.2% | -28.2% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling