+352.1%
IWM vs AVAV
+308.3%
+43.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.8% | +5.3% | -2.6% |
| 7D | -4.6% | -24.3% | +19.7% | +0.8% |
| 30D | -3.7% | -28.9% | +25.2% | +2.9% |
| 3M | -9.4% | -39.3% | +29.9% | -0.4% |
| 6M | -3.6% | -38.8% | +35.1% | +3.5% |
| YTD | +10.8% | -57.8% | +68.6% | +25.2% |
| 1Y | +11.9% | -70.9% | +82.8% | +36.4% |
| 3Y | +60.6% | -14.8% | +75.4% | +44.0% |
| 5Y | +19.2% | +7.3% | +11.9% | -4.3% |
| 10Y | +165.3% | +325.3% | -160.0% | +39.4% |
| All | +352.1% | +308.3% | +43.8% | +104.8% |
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