+145.4%
SIMO vs AVAV
+7.1%
+138.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.8% | -4.5% | -13.8% |
| 7D | -31.4% | -24.3% | -7.1% | -30.4% |
| 30D | -45.2% | -28.9% | -16.3% | -44.2% |
| 3M | -36.5% | -39.3% | +2.7% | -35.2% |
| 6M | -34.2% | -38.8% | +4.6% | -33.0% |
| YTD | +69.9% | -57.8% | +127.7% | +73.9% |
| 1Y | +60.4% | -70.9% | +131.3% | +68.3% |
| 3Y | +203.1% | -14.8% | +217.9% | +201.7% |
| 5Y | +145.4% | +7.3% | +138.1% | +160.0% |
| All | +145.4% | +7.1% | +138.4% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling