+420.2%
SITM vs AVAV
+24.2%
+396.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.3% | +6.8% |
| 7D | +9.7% | -2.2% | +11.9% | +10.1% |
| 30D | +12.7% | -13.9% | +26.6% | +15.2% |
| 3M | -13.4% | -29.2% | +15.8% | -9.8% |
| 6M | +59.6% | -36.1% | +95.7% | +67.5% |
| YTD | +73.3% | -40.2% | +113.5% | +76.2% |
| 1Y | +165.5% | -36.2% | +201.8% | +163.1% |
| All | +420.2% | +24.2% | +396.0% | +367.8% |
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