+384.8%
SIMO vs AVAV
+361.4%
+23.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.5% | -6.3% | +3.1% |
| 7D | -22.0% | -10.6% | -11.4% | -21.0% |
| 30D | -43.0% | -18.8% | -24.3% | -41.8% |
| 3M | -39.1% | -34.1% | -5.0% | -36.8% |
| 6M | -33.3% | -35.3% | +2.1% | -31.1% |
| YTD | +77.0% | -53.4% | +130.4% | +85.1% |
| 1Y | +73.0% | -65.6% | +138.7% | +87.4% |
| 3Y | +215.7% | -5.1% | +220.8% | +195.0% |
| 5Y | +155.6% | +18.5% | +137.1% | +125.3% |
| All | +384.8% | +361.4% | +23.4% | +246.3% |
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 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