+33.0%
SPGI vs AVAV
-14.7%
+47.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.8% | +7.9% | -1.4% |
| 7D | +2.6% | -24.3% | +26.9% | +4.1% |
| 30D | +19.3% | -28.9% | +48.1% | +21.5% |
| 3M | +15.5% | -39.3% | +54.7% | +18.6% |
| 6M | +18.3% | -38.8% | +57.1% | +20.7% |
| YTD | -3.8% | -57.8% | +54.0% | +0.3% |
| 1Y | +1.3% | -70.9% | +72.2% | +7.5% |
| All | +33.0% | -14.7% | +47.7% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling