+643.2%
LYB vs AVAV
+466.3%
+176.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.1% |
| 7D | -0.9% | +3.2% | -4.1% | -1.5% |
| 30D | +9.5% | -20.3% | +29.8% | +14.1% |
| 3M | +1.3% | -19.4% | +20.7% | +3.6% |
| 6M | -1.7% | -35.3% | +33.5% | +3.7% |
| YTD | +54.1% | -38.5% | +92.6% | +61.0% |
| 1Y | +25.7% | -37.2% | +62.9% | +28.2% |
| 3Y | -20.9% | +31.1% | -52.0% | -37.6% |
| 5Y | -1.5% | +41.0% | -42.6% | -29.1% |
| 10Y | +45.0% | +508.8% | -463.8% | -39.4% |
| All | +643.2% | +466.3% | +176.9% | +212.3% |
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