+1,475.7%
SMH vs AVAV
+315.4%
+1,160.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -2.4% |
| 7D | +4.9% | +4.2% | +0.7% | +4.0% |
| 30D | -13.8% | -2.6% | -11.3% | -13.4% |
| 3M | -17.4% | -38.0% | +20.6% | -9.7% |
| 6M | -15.0% | -27.0% | +12.0% | -11.5% |
| YTD | +35.2% | -51.4% | +86.6% | +48.3% |
| 1Y | +41.6% | -60.2% | +101.8% | +61.5% |
| 3Y | +215.6% | -6.7% | +222.3% | +184.5% |
| 5Y | +233.2% | +28.3% | +204.9% | +165.2% |
| All | +1,475.7% | +315.4% | +1,160.3% | +883.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling