-15.6%
SMH vs AVAV
-32.4%
+16.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.5% | -6.8% | +1.5% |
| 7D | -11.2% | -10.6% | -0.6% | -9.6% |
| 30D | -25.8% | -18.8% | -7.0% | -23.3% |
| 3M | -18.8% | -34.1% | +15.3% | -13.9% |
| 6M | -15.6% | -35.3% | +19.7% | -9.2% |
| All | -15.6% | -32.4% | +16.8% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling