+415.4%
SPG vs AVAV
+308.3%
+107.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.8% | +9.0% | +0.8% |
| 7D | +5.0% | -24.3% | +29.3% | +9.8% |
| 30D | +12.3% | -28.9% | +41.2% | +18.5% |
| 3M | +1.9% | -39.3% | +41.1% | +9.9% |
| 6M | +14.4% | -38.8% | +53.2% | +20.8% |
| YTD | +26.5% | -57.8% | +84.3% | +39.0% |
| 1Y | +30.7% | -70.9% | +101.6% | +53.1% |
| 3Y | +122.6% | -14.8% | +137.4% | +97.5% |
| 5Y | +73.3% | +7.3% | +66.0% | +38.6% |
| 10Y | +111.1% | +325.3% | -214.2% | +19.0% |
| All | +415.4% | +308.3% | +107.0% | +134.3% |
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