+1,657.8%
CSX vs AVAV
+308.3%
+1,349.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.8% | +7.5% | -0.7% |
| 7D | -2.7% | -24.3% | +21.6% | +1.7% |
| 30D | +7.0% | -28.9% | +35.9% | +12.8% |
| 3M | -0.3% | -39.3% | +39.0% | +7.4% |
| 6M | +13.5% | -38.8% | +52.3% | +19.8% |
| YTD | +41.5% | -57.8% | +99.3% | +55.2% |
| 1Y | +45.8% | -70.9% | +116.7% | +70.4% |
| 3Y | +74.4% | -14.8% | +89.2% | +55.4% |
| 5Y | +53.6% | +7.3% | +46.3% | +23.4% |
| 10Y | +465.6% | +325.3% | +140.3% | +197.7% |
| All | +1,657.8% | +308.3% | +1,349.5% | +700.1% |
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