+4,608.4%
SITM vs AVAV
+138.2%
+4,470.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.3% | +7.0% |
| 7D | +9.7% | -2.2% | +11.9% | +10.4% |
| 30D | +12.7% | -13.9% | +26.6% | +17.5% |
| 3M | -13.4% | -29.2% | +15.8% | -6.3% |
| 6M | +59.6% | -36.1% | +95.7% | +74.8% |
| YTD | +73.3% | -40.2% | +113.5% | +81.8% |
| 1Y | +165.5% | -36.2% | +201.8% | +168.0% |
| 3Y | +368.7% | +47.5% | +321.2% | +204.1% |
| 5Y | +172.5% | +39.3% | +133.2% | +69.4% |
| All | +4,608.4% | +138.2% | +4,470.2% | +2,161.8% |
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 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