+750.3%
ORCL vs AVAV
+308.3%
+442.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.8% | +2.9% | -5.2% |
| 7D | -17.5% | -24.3% | +6.8% | -13.4% |
| 30D | -20.2% | -28.9% | +8.7% | -15.4% |
| 3M | -19.9% | -39.3% | +19.3% | -13.2% |
| 6M | -37.4% | -38.8% | +1.3% | -33.0% |
| YTD | -40.1% | -57.8% | +17.7% | -32.9% |
| 1Y | -53.4% | -70.9% | +17.5% | -44.5% |
| 3Y | +10.4% | -14.8% | +25.2% | +6.3% |
| 5Y | +29.8% | +7.3% | +22.5% | +14.9% |
| 10Y | +249.2% | +325.3% | -76.1% | +111.7% |
| All | +750.3% | +308.3% | +442.0% | +333.4% |
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