-3.6%
SMR vs AVAV
+102.9%
-106.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | +4.4% | -2.2% | +6.6% | +5.3% |
| 30D | +3.4% | -13.9% | +17.3% | +9.4% |
| 3M | -19.2% | -29.2% | +10.1% | -8.9% |
| 6M | -22.6% | -36.1% | +13.5% | -10.7% |
| YTD | -31.5% | -40.2% | +8.7% | -18.9% |
| 1Y | -73.1% | -36.2% | -36.9% | -68.5% |
| 3Y | +55.0% | +47.5% | +7.4% | +42.0% |
| All | -3.6% | +102.9% | -106.5% | -15.4% |
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