+19.4%
SPYM vs AVAV
-35.3%
+54.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -0.7% |
| 7D | +0.6% | +3.2% | -2.6% | +0.4% |
| 30D | -0.9% | -20.3% | +19.4% | +0.3% |
| 3M | +3.9% | -19.4% | +23.3% | +4.8% |
| 6M | +14.5% | -35.3% | +49.8% | +16.5% |
| YTD | +13.0% | -38.5% | +51.5% | +14.6% |
| 1Y | +19.4% | -37.2% | +56.6% | +25.6% |
| All | +19.4% | -35.3% | +54.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling