-6.0%
SAP vs AVAV
-62.1%
+56.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -2.5% | +9.9% | -12.3% | -3.1% |
| 30D | +7.5% | -5.4% | +12.9% | +7.9% |
| 3M | +11.6% | -36.5% | +48.2% | +15.8% |
| 6M | +37.6% | -25.3% | +62.9% | +39.8% |
| YTD | -2.0% | -48.6% | +46.6% | +3.8% |
| All | -6.0% | -62.1% | +56.1% | +0.2% |
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