+214.8%
SAP vs AVAV
+361.4%
-146.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.5% | -14.6% | -5.4% |
| 7D | -0.7% | -10.6% | +9.9% | +0.4% |
| 30D | +11.1% | -18.8% | +29.9% | +13.5% |
| 3M | +17.0% | -34.1% | +51.1% | +22.5% |
| 6M | +34.8% | -35.3% | +70.2% | +39.8% |
| YTD | -2.2% | -53.4% | +51.2% | +4.3% |
| 1Y | -6.4% | -65.6% | +59.2% | +3.6% |
| 3Y | +75.1% | -5.1% | +80.2% | +61.1% |
| 5Y | +69.8% | +18.5% | +51.3% | +45.6% |
| All | +214.8% | +361.4% | -146.6% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling