+2,736.9%
GOOG vs AVAV
+478.6%
+2,258.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -2.1% | -2.2% | +0.1% | -1.8% |
| 30D | -6.8% | -13.9% | +7.1% | -5.0% |
| 3M | -9.1% | -29.2% | +20.1% | -5.5% |
| 6M | +10.7% | -36.1% | +46.8% | +16.0% |
| YTD | +7.1% | -40.2% | +47.3% | +11.5% |
| 1Y | +44.6% | -36.2% | +80.8% | +47.5% |
| 3Y | +147.4% | +47.5% | +99.9% | +109.2% |
| 5Y | +133.8% | +39.3% | +94.5% | +92.3% |
| 10Y | +777.5% | +482.6% | +295.0% | +422.9% |
| All | +2,736.9% | +478.6% | +2,258.3% | +1,435.5% |
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