+246.7%
GM vs AVAV
+2.7%
+244.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.6% | -8.5% | +3.2% |
| 7D | -0.3% | +3.2% | -3.5% | -0.7% |
| 30D | +8.4% | -7.4% | +15.8% | +8.8% |
| 3M | +2.6% | -32.0% | +34.6% | +5.1% |
| 6M | +14.3% | -24.6% | +38.8% | +15.5% |
| YTD | +11.0% | -47.5% | +58.5% | +14.4% |
| 1Y | +27.8% | -61.5% | +89.3% | +34.1% |
| 3Y | +246.7% | +5.5% | +241.2% | +234.2% |
| All | +246.7% | +2.7% | +244.0% | +234.2% |
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 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