-26.9%
STZ vs AVAV
+19.9%
-46.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.3% | +13.7% | +5.5% |
| 7D | +13.0% | -10.1% | +23.1% | +13.2% |
| 30D | +29.4% | -18.7% | +48.1% | +30.1% |
| 3M | +11.6% | -33.0% | +44.6% | +12.8% |
| 6M | -0.2% | -37.2% | +37.0% | +0.8% |
| YTD | +8.6% | -53.2% | +61.7% | +10.0% |
| 1Y | +15.9% | -69.0% | +84.9% | +19.4% |
| 3Y | -35.4% | -5.5% | -29.9% | -38.7% |
| 5Y | -26.9% | +20.1% | -47.0% | -30.3% |
| All | -26.9% | +19.9% | -46.8% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling