+251.0%
GM vs AVAV
+430.0%
-179.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -3.8% | +9.9% | -13.7% | -5.7% |
| 30D | +7.9% | -5.4% | +13.3% | +8.4% |
| 3M | -0.3% | -36.5% | +36.2% | +7.3% |
| 6M | +18.6% | -25.3% | +43.8% | +21.5% |
| YTD | +10.0% | -48.6% | +58.6% | +18.1% |
| 1Y | +25.9% | -62.1% | +88.0% | +42.6% |
| 3Y | +241.2% | +2.3% | +238.9% | +192.8% |
| 5Y | +50.0% | +35.4% | +14.7% | +14.2% |
| 10Y | +215.1% | +345.1% | -130.0% | +67.8% |
| All | +251.0% | +430.0% | -179.0% | +74.5% |
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 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