+159.7%
GILD vs AVAV
+519.3%
-359.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | +1.4% | -6.2% | -4.9% |
| 30D | +5.8% | -24.3% | +30.1% | +7.6% |
| 3M | +14.9% | -20.1% | +35.1% | +16.1% |
| 6M | -0.4% | -29.4% | +29.0% | +1.0% |
| YTD | +18.5% | -39.3% | +57.9% | +20.3% |
| 1Y | +25.1% | -39.3% | +64.4% | +26.4% |
| 3Y | +105.9% | +29.5% | +76.4% | +88.2% |
| 5Y | +143.0% | +56.3% | +86.7% | +111.7% |
| All | +159.7% | +519.3% | -359.6% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling