+32.8%
SPG vs AVAV
-62.9%
+95.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | -0.3% |
| 7D | +2.0% | +4.2% | -2.2% | +2.0% |
| 30D | +17.2% | -2.6% | +19.8% | +17.2% |
| 3M | +6.3% | -38.0% | +44.3% | +6.0% |
| 6M | +18.7% | -27.0% | +45.7% | +18.5% |
| YTD | +30.1% | -51.4% | +81.5% | +30.5% |
| 1Y | +32.8% | -60.2% | +93.0% | +32.2% |
| All | +32.8% | -62.9% | +95.7% | +32.2% |
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