-28.4%
STZ vs AVAV
+7.1%
-35.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.8% | +9.2% | -0.4% |
| 7D | +11.8% | -24.3% | +36.1% | +12.5% |
| 30D | +26.0% | -28.9% | +54.9% | +27.0% |
| 3M | +11.5% | -39.3% | +50.8% | +13.0% |
| 6M | -2.0% | -38.8% | +36.8% | -1.0% |
| YTD | +7.9% | -57.8% | +65.7% | +9.6% |
| 1Y | +13.9% | -70.9% | +84.8% | +17.4% |
| 3Y | -35.8% | -14.8% | -21.0% | -38.9% |
| 5Y | -28.4% | +7.3% | -35.7% | -30.7% |
| All | -28.4% | +7.1% | -35.5% | -30.7% |
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