+2,052.2%
COR vs AVAV
+351.0%
+1,701.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.3% | -2.8% |
| 7D | +0.8% | -10.6% | +11.4% | +1.7% |
| 30D | +5.1% | -18.8% | +23.9% | +6.9% |
| 3M | +2.8% | -34.1% | +36.9% | +6.4% |
| 6M | +32.5% | -35.3% | +67.9% | +36.1% |
| YTD | -0.7% | -53.4% | +52.7% | +3.9% |
| 1Y | -6.7% | -65.6% | +58.9% | +0.5% |
| 3Y | +73.7% | -5.1% | +78.8% | +60.7% |
| 5Y | +177.9% | +18.5% | +159.3% | +141.6% |
| 10Y | +533.8% | +369.8% | +163.9% | +329.8% |
| All | +2,052.2% | +351.0% | +1,701.2% | +1,221.0% |
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