+105.9%
GILD vs AVAV
+29.6%
+76.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | -4.8% | +1.4% | -6.2% | -4.8% |
| 30D | +5.8% | -24.3% | +30.1% | +5.9% |
| 3M | +14.9% | -20.1% | +35.1% | +14.9% |
| 6M | -0.4% | -29.4% | +29.0% | -0.6% |
| YTD | +18.5% | -39.3% | +57.9% | +18.0% |
| 1Y | +25.1% | -39.3% | +64.4% | +24.7% |
| 3Y | +105.9% | +29.5% | +76.4% | +92.0% |
| All | +105.9% | +29.6% | +76.3% | +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