+181.4%
COR vs AVAV
+18.1%
+163.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.3% | -2.0% |
| 7D | +0.8% | -10.6% | +11.4% | +1.0% |
| 30D | +5.1% | -18.8% | +23.9% | +5.5% |
| 3M | +2.8% | -34.1% | +36.9% | +3.6% |
| 6M | +32.5% | -35.3% | +67.9% | +33.3% |
| YTD | -0.7% | -53.4% | +52.7% | +0.5% |
| 1Y | -6.7% | -65.6% | +58.9% | -4.9% |
| 3Y | +73.7% | -5.1% | +78.8% | +68.2% |
| All | +181.4% | +18.1% | +163.2% | +164.0% |
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 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