-48.0%
SMR vs AVAV
+74.5%
-122.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +1.9% | +9.9% | -7.9% | -1.4% |
| 30D | -21.9% | -5.4% | -16.5% | -19.7% |
| 3M | -47.1% | -36.5% | -10.6% | -36.4% |
| 6M | -60.6% | -25.3% | -35.4% | -56.6% |
| YTD | -63.1% | -48.6% | -14.5% | -53.2% |
| 1Y | -80.4% | -62.1% | -18.4% | -72.4% |
| 3Y | +150.2% | +2.3% | +147.9% | +153.9% |
| All | -48.0% | +74.5% | -122.5% | -51.2% |
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 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