+946.6%
SPYG vs AVAV
+351.0%
+595.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.5% | -9.6% | -0.7% |
| 7D | -3.6% | -10.6% | +6.9% | -2.2% |
| 30D | -11.2% | -18.8% | +7.6% | -8.6% |
| 3M | -8.1% | -34.1% | +26.0% | -2.8% |
| 6M | -3.3% | -35.3% | +32.0% | +1.2% |
| YTD | +5.5% | -53.4% | +58.9% | +13.8% |
| 1Y | +7.0% | -65.6% | +72.6% | +20.6% |
| 3Y | +89.5% | -5.1% | +94.6% | +73.2% |
| 5Y | +63.3% | +18.5% | +44.8% | +38.2% |
| 10Y | +395.1% | +369.8% | +25.3% | +207.6% |
| All | +946.6% | +351.0% | +595.6% | +480.5% |
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