-0.1%
SW vs AVAV
+19.9%
-20.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.3% | +12.4% | +4.7% |
| 7D | +12.1% | -10.1% | +22.1% | +12.8% |
| 30D | +6.6% | -18.7% | +25.3% | +8.1% |
| 3M | -6.0% | -33.0% | +27.0% | -3.4% |
| 6M | +21.5% | -37.2% | +58.7% | +24.7% |
| YTD | +20.3% | -53.2% | +73.5% | +24.9% |
| 1Y | +28.1% | -69.0% | +97.1% | +37.3% |
| 3Y | +51.6% | -5.5% | +57.1% | +43.5% |
| 5Y | -0.1% | +20.1% | -20.2% | -10.6% |
| All | -0.1% | +19.9% | -20.0% | -10.6% |
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