+3,365.1%
SMH vs AVAV
+407.8%
+2,957.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.6% | -7.5% | +2.6% |
| 7D | -4.1% | +3.2% | -7.3% | -4.7% |
| 30D | -19.2% | -7.4% | -11.8% | -18.1% |
| 3M | -16.4% | -32.0% | +15.7% | -10.3% |
| 6M | -14.0% | -24.6% | +10.6% | -11.1% |
| YTD | +35.3% | -47.5% | +82.9% | +46.1% |
| 1Y | +40.4% | -61.5% | +101.9% | +60.9% |
| 3Y | +226.8% | +5.5% | +221.4% | +191.1% |
| 5Y | +232.3% | +35.7% | +196.6% | +167.7% |
| 10Y | +1,469.9% | +379.1% | +1,090.9% | +823.0% |
| All | +3,365.1% | +407.8% | +2,957.2% | +1,635.5% |
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