+32.8%
SPG vs AVAV
-62.2%
+95.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +2.7% | +9.9% | -7.1% | +2.7% |
| 30D | +16.6% | -5.4% | +22.0% | +16.4% |
| 3M | +8.1% | -36.5% | +44.6% | +7.8% |
| 6M | +19.3% | -25.3% | +44.6% | +19.1% |
| YTD | +31.1% | -48.6% | +79.7% | +31.3% |
| 1Y | +32.8% | -62.1% | +94.9% | +31.6% |
| All | +32.8% | -62.2% | +95.0% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling