+570.5%
SAP vs AVAV
+308.3%
+262.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.8% | +11.3% | +2.8% |
| 7D | +4.0% | -24.3% | +28.4% | +8.0% |
| 30D | +15.7% | -28.9% | +44.6% | +21.0% |
| 3M | +23.4% | -39.3% | +62.7% | +31.6% |
| 6M | +41.3% | -38.8% | +80.0% | +48.4% |
| YTD | +2.0% | -57.8% | +59.8% | +11.3% |
| 1Y | -5.1% | -70.9% | +65.8% | +9.1% |
| 3Y | +82.1% | -14.8% | +96.9% | +69.5% |
| 5Y | +77.2% | +7.3% | +69.9% | +52.6% |
| 10Y | +233.6% | +325.3% | -91.7% | +112.1% |
| All | +570.5% | +308.3% | +262.2% | +268.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling