-53.2%
S vs AVAV
+37.0%
-90.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -7.7% | -2.2% | -5.5% | -7.2% |
| 30D | -5.3% | -13.9% | +8.6% | -2.3% |
| 3M | +20.3% | -29.2% | +49.5% | +27.8% |
| 6M | +47.4% | -36.1% | +83.5% | +58.7% |
| YTD | +32.5% | -40.2% | +72.7% | +40.5% |
| 1Y | +9.5% | -36.2% | +45.7% | +12.3% |
| 3Y | +15.5% | +47.5% | -32.0% | -18.6% |
| 5Y | -71.2% | +39.3% | -110.5% | -82.2% |
| All | -53.2% | +37.0% | -90.2% | -71.3% |
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