+1,034.0%
SPYG vs AVAV
+478.6%
+555.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +0.4% | -2.2% | +2.6% | +0.7% |
| 30D | -0.4% | -13.9% | +13.5% | +1.6% |
| 3M | +0.5% | -29.2% | +29.8% | +4.7% |
| 6M | +17.5% | -36.1% | +53.6% | +23.2% |
| YTD | +14.3% | -40.2% | +54.5% | +19.3% |
| 1Y | +21.7% | -36.2% | +57.9% | +24.5% |
| 3Y | +98.6% | +47.5% | +51.1% | +69.3% |
| 5Y | +85.1% | +39.3% | +45.8% | +53.4% |
| 10Y | +412.0% | +482.6% | -70.5% | +209.3% |
| All | +1,034.0% | +478.6% | +555.4% | +508.6% |
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 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