+121.6%
OXY vs AVAV
+394.0%
-272.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.8% | +2.6% |
| 7D | -5.8% | 0.0% | -5.8% | -6.2% |
| 30D | -5.3% | -9.9% | +4.6% | -3.9% |
| 3M | -2.5% | -34.7% | +32.2% | +5.2% |
| 6M | +8.3% | -26.6% | +34.9% | +10.9% |
| YTD | +40.3% | -48.9% | +89.3% | +50.6% |
| 1Y | +38.8% | -63.0% | +101.8% | +59.4% |
| 3Y | -1.4% | +1.6% | -3.0% | -17.7% |
| 5Y | +92.2% | +34.5% | +57.7% | +39.4% |
| 10Y | +13.7% | +359.3% | -345.6% | -41.1% |
| All | +121.6% | +394.0% | -272.4% | +0.1% |
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