-35.8%
STZ vs AVAV
-14.7%
-21.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.8% | +9.2% | -0.6% |
| 7D | +11.8% | -24.3% | +36.1% | +11.9% |
| 30D | +26.0% | -28.9% | +54.9% | +26.2% |
| 3M | +11.5% | -39.3% | +50.8% | +12.0% |
| 6M | -2.0% | -38.8% | +36.8% | -1.7% |
| YTD | +7.9% | -57.8% | +65.7% | +8.0% |
| 1Y | +13.9% | -70.9% | +84.8% | +14.8% |
| All | -35.8% | -14.7% | -21.1% | -42.2% |
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