+678.6%
SPYM vs AVAV
+397.6%
+281.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -0.9% | +9.9% | -10.8% | -2.3% |
| 30D | -2.4% | -5.4% | +3.0% | -2.0% |
| 3M | -1.1% | -36.5% | +35.4% | +4.2% |
| 6M | +3.3% | -25.3% | +28.6% | +5.2% |
| YTD | +12.4% | -48.6% | +60.9% | +18.2% |
| 1Y | +12.5% | -62.1% | +74.6% | +23.0% |
| 3Y | +79.1% | +2.3% | +76.8% | +63.6% |
| 5Y | +75.7% | +35.4% | +40.3% | +48.6% |
| 10Y | +313.9% | +345.1% | -31.2% | +178.7% |
| All | +678.6% | +397.6% | +281.0% | +371.1% |
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