+358.1%
INTC vs AVAV
+351.0%
+7.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.5% | -2.7% | +5.9% |
| 7D | -14.4% | -10.6% | -3.8% | -12.6% |
| 30D | -50.2% | -18.8% | -31.5% | -48.2% |
| 3M | -43.6% | -34.1% | -9.5% | -39.4% |
| 6M | -50.2% | -35.3% | -14.9% | -46.9% |
| YTD | +52.5% | -53.4% | +105.9% | +66.8% |
| 1Y | +51.1% | -65.6% | +116.8% | +73.9% |
| 3Y | +50.3% | -5.1% | +55.4% | +37.7% |
| 5Y | +19.2% | +18.5% | +0.7% | +0.7% |
| 10Y | +105.1% | +369.8% | -264.7% | +26.4% |
| All | +358.1% | +351.0% | +7.1% | +143.5% |
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