+0.4%
SPGI vs AVAV
-62.9%
+63.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.3% |
| 7D | +1.2% | +4.2% | -3.0% | +0.9% |
| 30D | +15.9% | -2.6% | +18.5% | +15.9% |
| 3M | +12.3% | -38.0% | +50.3% | +15.7% |
| 6M | +23.7% | -27.0% | +50.7% | +24.6% |
| YTD | -3.5% | -51.4% | +47.9% | +1.8% |
| 1Y | +0.4% | -60.2% | +60.6% | +6.1% |
| All | +0.4% | -62.9% | +63.3% | +6.1% |
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 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