+12.4%
SPGI vs AVAV
+34.3%
-21.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | -0.4% |
| 7D | -0.9% | +3.2% | -4.0% | -1.3% |
| 30D | +15.5% | -7.4% | +22.9% | +16.0% |
| 3M | +15.7% | -32.0% | +47.7% | +19.2% |
| 6M | +19.1% | -24.6% | +43.6% | +20.4% |
| YTD | -4.1% | -47.5% | +43.5% | -0.4% |
| 1Y | +1.2% | -61.5% | +62.7% | +7.9% |
| 3Y | +31.6% | +5.5% | +26.1% | +19.3% |
| 5Y | +12.4% | +35.7% | -23.3% | -7.0% |
| All | +12.4% | +34.3% | -21.8% | -7.0% |
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 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