-5.9%
SAP vs AVAV
-68.0%
+62.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.3% | +12.6% | +4.9% |
| 7D | +1.3% | -10.1% | +11.4% | +2.0% |
| 30D | +15.5% | -18.7% | +34.3% | +17.4% |
| 3M | +22.8% | -33.0% | +55.8% | +26.6% |
| 6M | +42.5% | -37.2% | +79.6% | +46.8% |
| YTD | +0.5% | -53.2% | +53.7% | +6.8% |
| 1Y | -5.9% | -69.0% | +63.0% | +4.0% |
| All | -5.9% | -68.0% | +62.1% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling