+1,148.8%
SIMO vs AVAV
+308.3%
+840.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.8% | -4.5% | -12.9% |
| 7D | -31.4% | -24.3% | -7.1% | -28.3% |
| 30D | -45.2% | -28.9% | -16.3% | -42.2% |
| 3M | -36.5% | -39.3% | +2.7% | -31.9% |
| 6M | -34.2% | -38.8% | +4.6% | -30.4% |
| YTD | +69.9% | -57.8% | +127.7% | +84.7% |
| 1Y | +60.4% | -70.9% | +131.3% | +84.9% |
| 3Y | +203.1% | -14.8% | +217.9% | +179.9% |
| 5Y | +145.4% | +7.3% | +138.1% | +106.1% |
| 10Y | +368.9% | +325.3% | +43.6% | +167.2% |
| All | +1,148.8% | +308.3% | +840.5% | +549.7% |
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