+104.0%
EMR vs AVAV
+1.0%
+102.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.8% |
| 7D | +0.7% | 0.0% | +0.7% | +0.5% |
| 30D | +3.5% | -9.9% | +13.5% | +4.6% |
| 3M | +5.9% | -34.7% | +40.6% | +11.4% |
| 6M | +19.4% | -26.6% | +46.1% | +22.3% |
| YTD | +27.7% | -48.9% | +76.6% | +35.2% |
| 1Y | +30.9% | -63.0% | +93.9% | +44.2% |
| All | +104.0% | +1.0% | +102.9% | +92.0% |
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