+235.4%
SAP vs AVAV
+327.1%
-91.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.3% |
| 7D | -3.9% | +18.4% | -22.3% | -6.0% |
| 30D | +6.5% | -4.9% | +11.5% | +6.7% |
| 3M | +14.7% | -37.7% | +52.3% | +20.8% |
| 6M | +39.9% | -28.4% | +68.4% | +43.2% |
| YTD | -2.0% | -50.0% | +48.1% | +3.6% |
| 1Y | -6.0% | -62.6% | +56.6% | +3.0% |
| 3Y | +67.7% | -0.6% | +68.3% | +53.1% |
| 5Y | +78.8% | +31.9% | +46.8% | +50.7% |
| All | +235.4% | +327.1% | -91.8% | +142.3% |
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 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