+314.7%
SPYM vs AVAV
+516.1%
-201.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -0.9% |
| 7D | +0.6% | +3.2% | -2.6% | +0.2% |
| 30D | -0.9% | -20.3% | +19.4% | +1.8% |
| 3M | +3.9% | -19.4% | +23.3% | +5.7% |
| 6M | +14.5% | -35.3% | +49.8% | +19.0% |
| YTD | +13.0% | -38.5% | +51.5% | +16.6% |
| 1Y | +19.4% | -37.2% | +56.6% | +21.9% |
| 3Y | +78.9% | +31.1% | +47.8% | +57.1% |
| 5Y | +82.3% | +41.0% | +41.3% | +52.4% |
| 10Y | +314.7% | +508.8% | -194.0% | +166.3% |
| All | +314.7% | +516.1% | -201.3% | +166.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling