+208.5%
SU vs AVAV
+370.1%
-161.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.7% | +1.4% |
| 7D | +1.7% | +4.2% | -2.5% | +0.7% |
| 30D | -7.9% | -2.6% | -5.3% | -7.9% |
| 3M | +7.5% | -38.0% | +45.5% | +16.5% |
| 6M | +7.2% | -27.0% | +34.2% | +9.9% |
| YTD | +60.9% | -51.4% | +112.3% | +73.5% |
| 1Y | +63.6% | -60.2% | +123.9% | +83.2% |
| 3Y | +128.9% | -6.7% | +135.5% | +96.7% |
| 5Y | +228.3% | +28.3% | +200.0% | +145.5% |
| 10Y | +240.6% | +320.5% | -79.9% | +69.9% |
| All | +208.5% | +370.1% | -161.5% | +33.7% |
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 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