+419.6%
SPG vs AVAV
+351.0%
+68.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.5% | -9.6% | -0.9% |
| 7D | +4.9% | -10.6% | +15.5% | +6.6% |
| 30D | +15.6% | -18.8% | +34.4% | +19.2% |
| 3M | +4.1% | -34.1% | +38.2% | +10.7% |
| 6M | +13.6% | -35.3% | +48.9% | +18.8% |
| YTD | +27.5% | -53.4% | +80.9% | +37.7% |
| 1Y | +32.2% | -65.6% | +97.9% | +50.4% |
| 3Y | +126.0% | -5.1% | +131.1% | +96.7% |
| 5Y | +74.7% | +18.5% | +56.2% | +37.3% |
| 10Y | +112.8% | +369.8% | -257.0% | +17.9% |
| All | +419.6% | +351.0% | +68.6% | +132.1% |
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