+4.6%
EXC vs AVAV
-62.9%
+67.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.3% |
| 7D | +1.4% | +4.2% | -2.8% | +1.4% |
| 30D | +8.6% | -2.6% | +11.1% | +8.6% |
| 3M | +2.4% | -38.0% | +40.4% | +2.2% |
| 6M | +6.5% | -27.0% | +33.5% | +6.4% |
| YTD | +9.0% | -51.4% | +60.5% | +8.7% |
| 1Y | +4.6% | -60.2% | +64.8% | +5.0% |
| All | +4.6% | -62.9% | +67.5% | +5.0% |
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