+3.4%
EXC vs AVAV
-39.1%
+42.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -0.7% | -2.2% | +1.6% | -0.7% |
| 30D | -4.6% | -13.9% | +9.3% | -4.7% |
| 3M | -2.2% | -29.2% | +27.0% | -2.4% |
| 6M | -10.6% | -36.1% | +25.6% | -10.7% |
| YTD | +1.9% | -40.2% | +42.1% | +1.7% |
| 1Y | +3.4% | -36.2% | +39.6% | +6.0% |
| All | +3.4% | -39.1% | +42.5% | +6.0% |
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 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