+2,035.4%
COR vs AVAV
+478.6%
+1,556.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.7% |
| 7D | +2.8% | -2.2% | +5.0% | +3.0% |
| 30D | +4.5% | -13.9% | +18.5% | +5.9% |
| 3M | +22.7% | -29.2% | +51.9% | +25.7% |
| 6M | -9.7% | -36.1% | +26.4% | -7.1% |
| YTD | -1.4% | -40.2% | +38.8% | +1.1% |
| 1Y | +13.9% | -36.2% | +50.1% | +15.1% |
| 3Y | +94.0% | +47.5% | +46.4% | +71.3% |
| 5Y | +184.0% | +39.3% | +144.7% | +144.6% |
| 10Y | +406.8% | +482.6% | -75.8% | +238.2% |
| All | +2,035.4% | +478.6% | +1,556.8% | +1,185.3% |
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