+473.3%
CSCO vs AVAV
+308.3%
+165.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.8% | +2.2% | -6.1% |
| 7D | -11.9% | -24.3% | +12.5% | -8.1% |
| 30D | -18.8% | -28.9% | +10.0% | -14.7% |
| 3M | -21.2% | -39.3% | +18.0% | -15.5% |
| 6M | +1.9% | -38.8% | +40.6% | +7.5% |
| YTD | +26.1% | -57.8% | +83.9% | +38.0% |
| 1Y | +34.7% | -70.9% | +105.6% | +55.8% |
| 3Y | +94.0% | -14.8% | +108.8% | +78.0% |
| 5Y | +91.6% | +7.3% | +84.3% | +60.8% |
| 10Y | +323.2% | +325.3% | -2.2% | +149.0% |
| All | +473.3% | +308.3% | +165.0% | +194.1% |
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