+78.0%
SPYM vs AVAV
-3.9%
+81.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | +2.6% | +4.2% | -1.7% | +2.2% |
| 30D | -2.0% | -2.6% | +0.6% | -2.0% |
| 3M | -2.8% | -38.0% | +35.2% | +0.5% |
| 6M | +2.2% | -27.0% | +29.2% | +3.5% |
| YTD | +11.5% | -51.4% | +63.0% | +15.5% |
| 1Y | +13.5% | -60.2% | +73.7% | +19.5% |
| 3Y | +78.0% | -6.7% | +84.7% | +69.3% |
| All | +78.0% | -3.9% | +81.9% | +69.3% |
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 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