+44.4%
SITM vs AVAV
-68.0%
+112.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -8.3% | -1.0% | -9.0% |
| 7D | -19.5% | -10.1% | -9.4% | -19.1% |
| 30D | -43.2% | -18.7% | -24.5% | -42.8% |
| 3M | -30.8% | -33.0% | +2.2% | -30.4% |
| 6M | -28.6% | -37.2% | +8.6% | -28.2% |
| YTD | +14.2% | -53.2% | +67.4% | +10.5% |
| 1Y | +44.4% | -69.0% | +113.4% | +57.4% |
| All | +44.4% | -68.0% | +112.4% | +57.4% |
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