+342.1%
GLW vs AVAV
+39.7%
+302.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +5.9% |
| 7D | +3.8% | -2.2% | +6.0% | +4.0% |
| 30D | -1.3% | -13.9% | +12.6% | +0.1% |
| 3M | -21.8% | -29.2% | +7.4% | -19.4% |
| 6M | +6.9% | -36.1% | +43.0% | +10.6% |
| YTD | +77.2% | -40.2% | +117.4% | +81.9% |
| 1Y | +123.2% | -36.2% | +159.5% | +127.0% |
| 3Y | +400.0% | +47.5% | +352.5% | +344.5% |
| All | +342.1% | +39.7% | +302.5% | +293.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling