+33.3%
SPG vs AVAV
-62.5%
+95.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.6% | -10.6% | +2.0% |
| 7D | +5.1% | +3.2% | +1.9% | +5.0% |
| 30D | +16.8% | -7.4% | +24.2% | +16.7% |
| 3M | +5.7% | -32.0% | +37.7% | +5.4% |
| 6M | +17.8% | -24.6% | +42.4% | +17.6% |
| YTD | +30.1% | -47.5% | +77.6% | +30.4% |
| All | +33.3% | -62.5% | +95.7% | +33.4% |
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 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