+98.3%
CSCO vs AVAV
+34.3%
+64.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | -4.7% | 0.0% | -4.7% | -4.8% |
| 30D | -17.1% | -9.9% | -7.2% | -16.6% |
| 3M | -19.6% | -34.7% | +15.1% | -17.2% |
| 6M | +2.4% | -26.6% | +29.0% | +3.9% |
| YTD | +29.8% | -48.9% | +78.7% | +34.2% |
| 1Y | +38.7% | -63.0% | +101.7% | +47.0% |
| 3Y | +101.3% | +1.6% | +99.8% | +87.5% |
| All | +98.3% | +34.3% | +64.0% | +71.3% |
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 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