+388.8%
SIMO vs AVAV
+315.4%
+73.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -5.3% |
| 7D | +4.1% | +4.2% | -0.1% | +3.7% |
| 30D | -24.0% | -2.6% | -21.4% | -23.6% |
| 3M | -31.8% | -38.0% | +6.2% | -28.7% |
| 6M | -36.9% | -27.0% | -9.9% | -35.6% |
| YTD | +84.8% | -51.4% | +136.2% | +92.4% |
| 1Y | +99.0% | -60.2% | +159.2% | +111.8% |
| 3Y | +217.9% | -6.7% | +224.6% | +197.9% |
| 5Y | +171.5% | +28.3% | +143.2% | +136.8% |
| All | +388.8% | +315.4% | +73.4% | +259.0% |
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