+24.1%
HYG vs AVAV
-3.9%
+28.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | 0.0% |
| 7D | -0.4% | +4.2% | -4.6% | -0.5% |
| 30D | +0.7% | -2.6% | +3.2% | +0.7% |
| 3M | -2.1% | -38.0% | +35.9% | -1.3% |
| 6M | -0.8% | -27.0% | +26.2% | -0.5% |
| YTD | +0.3% | -51.4% | +51.7% | +1.2% |
| 1Y | +1.8% | -60.2% | +62.0% | +3.1% |
| 3Y | +24.1% | -6.7% | +30.8% | +21.4% |
| All | +24.1% | -3.9% | +28.0% | +21.4% |
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 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