+101.8%
SPYG vs AVAV
+24.2%
+77.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +0.4% | -2.2% | +2.6% | +0.6% |
| 30D | -0.4% | -13.9% | +13.5% | +0.9% |
| 3M | +0.5% | -29.2% | +29.8% | +3.4% |
| 6M | +17.5% | -36.1% | +53.6% | +21.4% |
| YTD | +14.3% | -40.2% | +54.5% | +17.6% |
| 1Y | +21.7% | -36.2% | +57.9% | +23.4% |
| All | +101.8% | +24.2% | +77.6% | +85.1% |
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