+178.2%
SAP vs AVAV
+479.1%
-300.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.7% |
| 7D | -2.9% | -2.2% | -0.7% | -2.6% |
| 30D | +9.0% | -13.9% | +22.9% | +10.9% |
| 3M | +14.9% | -29.2% | +44.2% | +19.0% |
| 6M | +11.9% | -36.1% | +48.0% | +16.7% |
| YTD | -9.9% | -40.2% | +30.3% | -6.3% |
| 1Y | -19.5% | -36.2% | +16.7% | -17.7% |
| 3Y | +61.8% | +47.5% | +14.3% | +40.1% |
| 5Y | +56.2% | +39.3% | +16.9% | +31.9% |
| All | +178.2% | +479.1% | -300.8% | +91.0% |
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