+119.2%
GOOG vs AVAV
+2.7%
+116.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | -0.2% |
| 7D | +2.9% | +3.2% | -0.3% | +2.5% |
| 30D | -17.8% | -7.4% | -10.4% | -17.5% |
| 3M | -19.0% | -32.0% | +13.0% | -16.8% |
| 6M | -27.9% | -24.6% | -3.3% | -27.1% |
| YTD | -8.7% | -47.5% | +38.8% | -5.8% |
| 1Y | +2.5% | -61.5% | +64.0% | +8.8% |
| 3Y | +119.2% | +5.5% | +113.8% | +107.3% |
| All | +119.2% | +2.7% | +116.5% | +107.3% |
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