+91.0%
SPYG vs AVAV
-3.9%
+94.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.6% |
| 7D | +2.3% | +4.2% | -1.9% | +1.9% |
| 30D | -6.5% | -2.6% | -3.9% | -6.4% |
| 3M | -6.8% | -38.0% | +31.1% | -2.7% |
| 6M | -3.1% | -27.0% | +23.9% | -1.4% |
| YTD | +8.0% | -51.4% | +59.4% | +13.0% |
| 1Y | +10.2% | -60.2% | +70.5% | +17.9% |
| 3Y | +91.0% | -6.7% | +97.6% | +81.4% |
| All | +91.0% | -3.9% | +94.9% | +81.4% |
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