+35.4%
GLW vs AVAV
-63.2%
+98.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.5% |
| 7D | +15.5% | +18.4% | -2.8% | +13.7% |
| 30D | -19.6% | -4.9% | -14.6% | -19.4% |
| 3M | -28.5% | -37.7% | +9.2% | -26.9% |
| 6M | -39.5% | -28.4% | -11.1% | -38.4% |
| YTD | +37.2% | -50.0% | +87.2% | +36.7% |
| 1Y | +35.4% | -62.6% | +98.1% | +44.2% |
| All | +35.4% | -63.2% | +98.6% | +44.2% |
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