+246.5%
GM vs AVAV
+516.3%
-269.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.1% |
| 7D | +1.9% | -2.2% | +4.2% | +2.3% |
| 30D | -1.4% | -13.9% | +12.6% | +1.1% |
| 3M | +5.9% | -29.2% | +35.1% | +11.1% |
| 6M | +12.4% | -36.1% | +48.5% | +18.9% |
| YTD | +8.6% | -40.2% | +48.8% | +14.2% |
| 1Y | +52.6% | -36.2% | +88.8% | +56.0% |
| 3Y | +169.7% | +47.5% | +122.1% | +114.2% |
| 5Y | +87.5% | +39.3% | +48.3% | +43.7% |
| 10Y | +233.0% | +482.6% | -249.6% | +68.6% |
| All | +246.5% | +516.3% | -269.8% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling