+3.9%
HYG vs AVAV
-39.1%
+43.0%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | 0.0% |
| 7D | -0.2% | -2.2% | +2.0% | -0.2% |
| 30D | +0.1% | -13.9% | +14.0% | +0.3% |
| 3M | +0.7% | -29.2% | +29.9% | +1.1% |
| 6M | +1.5% | -36.1% | +37.6% | +1.9% |
| YTD | +2.2% | -40.2% | +42.4% | +2.5% |
| 1Y | +3.9% | -36.2% | +40.1% | +4.4% |
| All | +3.9% | -39.1% | +43.0% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling