+106.4%
CSCO vs AVAV
+48.2%
+58.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.6% |
| 7D | -0.7% | -2.2% | +1.6% | -0.5% |
| 30D | -10.1% | -13.9% | +3.8% | -9.4% |
| 3M | -15.7% | -29.2% | +13.5% | -14.2% |
| 6M | +36.3% | -36.1% | +72.4% | +39.0% |
| YTD | +43.8% | -40.2% | +84.0% | +46.6% |
| 1Y | +63.9% | -36.2% | +100.1% | +65.1% |
| All | +106.4% | +48.2% | +58.2% | +93.6% |
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