+2,358.9%
GOOG vs AVAV
+397.6%
+1,961.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +1.2% | +9.9% | -8.7% | -0.5% |
| 30D | -16.7% | -5.4% | -11.3% | -16.5% |
| 3M | -15.2% | -36.5% | +21.3% | -10.1% |
| 6M | -24.8% | -25.3% | +0.5% | -23.4% |
| YTD | -7.2% | -48.6% | +41.4% | -1.9% |
| 1Y | -0.1% | -62.1% | +62.0% | +10.4% |
| 3Y | +118.8% | +2.3% | +116.5% | +96.0% |
| 5Y | +99.9% | +35.4% | +64.5% | +63.8% |
| 10Y | +678.2% | +345.1% | +333.1% | +381.5% |
| All | +2,358.9% | +397.6% | +1,961.3% | +1,251.2% |
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 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