-6.4%
SAP vs AVAV
-67.9%
+61.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.5% | -14.6% | -4.8% |
| 7D | -0.7% | -10.6% | +9.9% | +0.1% |
| 30D | +11.1% | -18.8% | +29.9% | +12.8% |
| 3M | +17.0% | -34.1% | +51.1% | +20.7% |
| 6M | +34.8% | -35.3% | +70.2% | +38.5% |
| YTD | -2.2% | -53.4% | +51.2% | +4.2% |
| 1Y | -6.4% | -65.6% | +59.2% | +1.3% |
| All | -6.4% | -67.9% | +61.4% | +1.3% |
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 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