-45.9%
SMR vs AVAV
+78.1%
-124.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.6% | -5.5% | +1.8% |
| 7D | +1.7% | +3.2% | -1.5% | +0.7% |
| 30D | -24.4% | -7.4% | -17.0% | -21.6% |
| 3M | -44.6% | -32.0% | -12.6% | -35.2% |
| 6M | -56.7% | -24.6% | -32.1% | -52.5% |
| YTD | -61.6% | -47.5% | -14.1% | -51.8% |
| 1Y | -82.1% | -61.5% | -20.6% | -74.9% |
| 3Y | +161.5% | +5.5% | +156.1% | +162.6% |
| All | -45.9% | +78.1% | -124.0% | -49.7% |
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