+18.3%
HYG vs AVAV
+56.0%
-37.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | -0.7% | -24.3% | +23.6% | +0.2% |
| 3M | -0.2% | -20.1% | +19.9% | +0.4% |
| 6M | +1.4% | -29.4% | +30.8% | +2.3% |
| YTD | +1.5% | -39.3% | +40.8% | +2.4% |
| 1Y | +2.9% | -39.3% | +42.2% | +3.5% |
| 3Y | +25.6% | +29.5% | -3.8% | +18.9% |
| All | +18.3% | +56.0% | -37.7% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling