+1,068.1%
ORCL vs AVAV
+478.6%
+589.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.4% |
| 7D | +5.3% | -2.2% | +7.5% | +5.7% |
| 30D | +10.0% | -13.9% | +23.9% | +12.6% |
| 3M | -32.6% | -29.2% | -3.4% | -29.3% |
| 6M | +4.9% | -36.1% | +41.1% | +11.2% |
| YTD | -17.8% | -40.2% | +22.4% | -12.9% |
| 1Y | -28.0% | -36.2% | +8.2% | -24.7% |
| 3Y | +36.0% | +47.5% | -11.5% | +19.1% |
| 5Y | +88.7% | +39.3% | +49.4% | +59.8% |
| 10Y | +346.9% | +482.6% | -135.7% | +157.3% |
| All | +1,068.1% | +478.6% | +589.5% | +462.0% |
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