+62.4%
SAP vs AVAV
+48.2%
+14.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.7% |
| 7D | -2.9% | -2.2% | -0.7% | -2.7% |
| 30D | +9.0% | -13.9% | +22.9% | +10.3% |
| 3M | +14.9% | -29.2% | +44.2% | +17.8% |
| 6M | +11.9% | -36.1% | +48.0% | +15.3% |
| YTD | -9.9% | -40.2% | +30.3% | -7.2% |
| 1Y | -19.5% | -36.2% | +16.7% | -17.8% |
| All | +62.4% | +48.2% | +14.2% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling