+148.8%
HYG vs AVAV
+417.7%
-268.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.1% |
| 7D | -0.4% | +4.2% | -4.6% | -0.6% |
| 30D | +0.7% | -2.6% | +3.2% | +0.7% |
| 3M | -2.1% | -38.0% | +35.9% | +0.2% |
| 6M | -0.8% | -27.0% | +26.2% | +0.1% |
| YTD | +0.3% | -51.4% | +51.7% | +2.8% |
| 1Y | +1.8% | -60.2% | +62.0% | +5.4% |
| 3Y | +24.1% | -6.7% | +30.8% | +19.5% |
| 5Y | +17.7% | +28.3% | -10.6% | +9.1% |
| 10Y | +56.8% | +320.5% | -263.7% | +29.4% |
| All | +148.8% | +417.7% | -268.9% | +93.4% |
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 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