+82.5%
SPY vs AVAV
+39.7%
+42.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.2% |
| 7D | +0.1% | -2.2% | +2.3% | +0.3% |
| 30D | +0.1% | -13.9% | +14.0% | +1.4% |
| 3M | +2.0% | -29.2% | +31.2% | +4.8% |
| 6M | +13.0% | -36.1% | +49.1% | +16.6% |
| YTD | +13.5% | -40.2% | +53.7% | +16.7% |
| 1Y | +20.0% | -36.2% | +56.2% | +21.5% |
| 3Y | +77.2% | +47.5% | +29.7% | +55.4% |
| All | +82.5% | +39.7% | +42.9% | +53.6% |
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