+2,298.1%
GOOGL vs AVAV
+351.0%
+1,947.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.5% | -9.7% | -0.8% |
| 7D | +1.8% | -10.6% | +12.4% | +3.2% |
| 30D | -18.8% | -18.8% | 0.0% | -16.7% |
| 3M | -20.3% | -34.1% | +13.8% | -16.0% |
| 6M | -28.4% | -35.3% | +7.0% | -25.4% |
| YTD | -8.8% | -53.4% | +44.5% | -2.1% |
| 1Y | +0.3% | -65.6% | +65.9% | +12.6% |
| 3Y | +120.7% | -5.1% | +125.8% | +99.9% |
| 5Y | +93.1% | +18.5% | +74.6% | +61.6% |
| 10Y | +636.1% | +369.8% | +266.3% | +350.2% |
| All | +2,298.1% | +351.0% | +1,947.1% | +1,238.8% |
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