+226.4%
SIMO vs AVAV
+2.7%
+223.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.6% | -6.9% | +4.5% |
| 7D | -8.5% | +3.2% | -11.6% | -8.8% |
| 30D | -34.8% | -7.4% | -27.4% | -34.6% |
| 3M | -32.8% | -32.0% | -0.8% | -31.4% |
| 6M | -32.0% | -24.6% | -7.5% | -31.4% |
| YTD | +87.0% | -47.5% | +134.5% | +89.7% |
| 1Y | +86.1% | -61.5% | +147.6% | +96.9% |
| 3Y | +226.4% | +5.5% | +220.9% | +203.5% |
| All | +226.4% | +2.7% | +223.7% | +203.5% |
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