+942.5%
SPGI vs AVAV
+308.3%
+634.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.8% | +7.9% | -0.4% |
| 7D | +2.6% | -24.3% | +26.9% | +6.9% |
| 30D | +19.3% | -28.9% | +48.1% | +25.4% |
| 3M | +15.5% | -39.3% | +54.7% | +23.9% |
| 6M | +18.3% | -38.8% | +57.1% | +24.7% |
| YTD | -3.8% | -57.8% | +54.0% | +5.8% |
| 1Y | +1.3% | -70.9% | +72.2% | +18.0% |
| 3Y | +33.6% | -14.8% | +48.4% | +21.4% |
| 5Y | +13.2% | +7.3% | +5.9% | -6.0% |
| 10Y | +346.3% | +325.3% | +21.0% | +151.6% |
| All | +942.5% | +308.3% | +634.2% | +394.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling