+168.3%
GM vs AVAV
+31.0%
+137.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.4% |
| 7D | +0.4% | +3.2% | -2.8% | +0.2% |
| 30D | -1.8% | -20.3% | +18.5% | -0.3% |
| 3M | +2.6% | -19.4% | +22.1% | +3.7% |
| 6M | +14.6% | -35.3% | +49.8% | +17.1% |
| YTD | +6.2% | -38.5% | +44.7% | +8.5% |
| 1Y | +48.7% | -37.2% | +85.9% | +50.5% |
| 3Y | +168.3% | +31.1% | +137.2% | +150.5% |
| All | +168.3% | +31.0% | +137.3% | +150.5% |
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