-49.5%
SMR vs AVAV
+58.2%
-107.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +10.5% | +5.8% | +11.9% |
| 7D | -9.6% | -10.6% | +1.0% | -4.8% |
| 30D | -33.8% | -18.8% | -15.0% | -27.4% |
| 3M | -46.4% | -34.1% | -12.3% | -36.3% |
| 6M | -62.4% | -35.3% | -27.1% | -56.0% |
| YTD | -64.1% | -53.4% | -10.8% | -52.6% |
| 1Y | -84.3% | -65.6% | -18.7% | -77.0% |
| 3Y | +55.8% | -5.1% | +60.9% | +64.7% |
| All | -49.5% | +58.2% | -107.7% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling