+3,145.6%
SOXX vs AVAV
+495.1%
+2,650.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | +1.1% |
| 7D | +5.6% | +3.2% | +2.4% | +4.9% |
| 30D | -2.7% | -20.3% | +17.6% | +1.7% |
| 3M | -7.5% | -19.4% | +11.9% | -4.6% |
| 6M | +63.5% | -35.3% | +98.8% | +74.3% |
| YTD | +75.7% | -38.5% | +114.1% | +85.2% |
| 1Y | +113.3% | -37.2% | +150.5% | +122.0% |
| 3Y | +227.4% | +31.1% | +196.3% | +176.6% |
| 5Y | +256.2% | +41.0% | +215.1% | +181.0% |
| 10Y | +1,512.5% | +508.8% | +1,003.7% | +764.5% |
| All | +3,145.6% | +495.1% | +2,650.5% | +1,400.1% |
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