+1,947.4%
SIMO vs AVAV
+478.6%
+1,468.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +9.0% |
| 7D | +4.2% | -2.2% | +6.5% | +4.6% |
| 30D | +4.1% | -13.9% | +18.0% | +6.1% |
| 3M | -12.9% | -29.2% | +16.4% | -9.3% |
| 6M | +110.3% | -36.1% | +146.5% | +119.6% |
| YTD | +178.6% | -40.2% | +218.8% | +187.7% |
| 1Y | +220.0% | -36.2% | +256.2% | +224.7% |
| 3Y | +409.0% | +47.5% | +361.5% | +329.6% |
| 5Y | +277.3% | +39.3% | +238.0% | +205.5% |
| 10Y | +506.6% | +482.6% | +24.1% | +230.7% |
| All | +1,947.4% | +478.6% | +1,468.8% | +912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling