+35.5%
ORCL vs AVAV
+34.3%
+1.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.6% | -9.4% | +1.1% |
| 7D | +0.5% | +3.2% | -2.7% | -0.3% |
| 30D | -15.3% | -7.4% | -7.9% | -14.4% |
| 3M | -18.2% | -32.0% | +13.8% | -13.4% |
| 6M | -38.4% | -24.6% | -13.9% | -36.6% |
| YTD | -37.7% | -47.5% | +9.8% | -33.1% |
| 1Y | -49.3% | -61.5% | +12.2% | -43.1% |
| 3Y | +10.6% | +5.5% | +5.2% | +8.1% |
| 5Y | +35.5% | +35.7% | -0.2% | +21.7% |
| All | +35.5% | +34.3% | +1.2% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling