+11.7%
SPGI vs AVAV
+18.1%
-6.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.4% | -1.9% |
| 7D | +0.3% | -10.6% | +10.9% | +1.1% |
| 30D | +18.4% | -18.8% | +37.2% | +20.3% |
| 3M | +15.7% | -34.1% | +49.8% | +19.5% |
| 6M | +17.3% | -35.3% | +52.6% | +20.3% |
| YTD | -4.7% | -53.4% | +48.7% | -0.1% |
| 1Y | +1.8% | -65.6% | +67.5% | +9.7% |
| 3Y | +31.7% | -5.1% | +36.8% | +20.4% |
| All | +11.7% | +18.1% | -6.4% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling