+13.7%
SPGI vs AVAV
+28.1%
-14.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.3% |
| 7D | +1.2% | +4.2% | -3.0% | +0.8% |
| 30D | +15.9% | -2.6% | +18.5% | +15.9% |
| 3M | +12.3% | -38.0% | +50.3% | +16.6% |
| 6M | +23.7% | -27.0% | +50.7% | +25.3% |
| YTD | -3.5% | -51.4% | +47.9% | +0.7% |
| 1Y | +0.4% | -60.2% | +60.6% | +6.7% |
| 3Y | +29.9% | -6.7% | +36.6% | +19.3% |
| All | +13.7% | +28.1% | -14.4% | -5.6% |
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