+3.4%
EXC vs AVAV
-68.0%
+71.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +10.0% | +1.6% |
| 7D | +3.3% | -10.1% | +13.4% | +3.2% |
| 30D | +13.3% | -18.7% | +32.0% | +13.2% |
| 3M | +1.8% | -33.0% | +34.8% | +1.7% |
| 6M | +1.1% | -37.2% | +38.3% | +0.9% |
| YTD | +9.0% | -53.2% | +62.2% | +8.5% |
| 1Y | +3.4% | -69.0% | +72.3% | +7.6% |
| All | +3.4% | -68.0% | +71.4% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling