+75.0%
SPY vs AVAV
-5.8%
+80.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.5% | -10.1% | -0.5% |
| 7D | -2.7% | -10.6% | +7.9% | -1.9% |
| 30D | -5.4% | -18.8% | +13.4% | -4.0% |
| 3M | -4.1% | -34.1% | +30.0% | -1.3% |
| 6M | +0.7% | -35.3% | +36.0% | +3.1% |
| YTD | +8.7% | -53.4% | +62.1% | +13.0% |
| 1Y | +10.9% | -65.6% | +76.5% | +18.5% |
| 3Y | +75.0% | -5.1% | +80.1% | +62.9% |
| All | +75.0% | -5.8% | +80.8% | +62.9% |
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