+660.0%
SPY vs AVAV
+383.4%
+276.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | +3.3% | +18.4% | -15.1% | +0.6% |
| 30D | -2.7% | -4.9% | +2.3% | -2.3% |
| 3M | -1.7% | -37.7% | +35.9% | +4.6% |
| 6M | +3.1% | -28.4% | +31.5% | +5.9% |
| YTD | +11.9% | -50.0% | +61.9% | +18.9% |
| 1Y | +12.0% | -62.6% | +74.6% | +24.1% |
| 3Y | +78.2% | -0.6% | +78.8% | +60.7% |
| 5Y | +73.2% | +31.9% | +41.3% | +42.7% |
| 10Y | +309.6% | +332.3% | -22.7% | +151.4% |
| All | +660.0% | +383.4% | +276.6% | +298.2% |
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