+100.4%
SIMO vs AVAV
-62.2%
+162.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +7.9% | +8.6% |
| 7D | +0.9% | +9.9% | -8.9% | +0.4% |
| 30D | -25.4% | -5.4% | -20.0% | -25.7% |
| 3M | -17.8% | -36.5% | +18.8% | -18.8% |
| 6M | -29.6% | -25.3% | -4.3% | -29.6% |
| YTD | +100.3% | -48.6% | +148.9% | +89.7% |
| 1Y | +100.4% | -62.1% | +162.5% | +100.0% |
| All | +100.4% | -62.2% | +162.6% | +100.0% |
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 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