-21.8%
LYB vs AVAV
+24.3%
-46.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | 0.0% |
| 7D | -3.1% | -3.2% | +0.1% | -3.0% |
| 30D | +4.0% | -25.6% | +29.6% | +4.8% |
| 3M | +2.4% | -20.2% | +22.6% | +2.9% |
| 6M | -1.4% | -38.1% | +36.6% | 0.0% |
| YTD | +53.9% | -41.8% | +95.7% | +56.7% |
| 1Y | +26.1% | -39.0% | +65.1% | +27.2% |
| All | -21.8% | +24.3% | -46.1% | -28.2% |
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