-1.6%
SW vs AVAV
+7.1%
-8.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.8% | +8.3% | -0.8% |
| 7D | +4.7% | -24.3% | +29.0% | +6.7% |
| 30D | +5.0% | -28.9% | +33.9% | +7.5% |
| 3M | -7.3% | -39.3% | +31.9% | -4.1% |
| 6M | +15.0% | -38.8% | +53.7% | +18.4% |
| YTD | +18.5% | -57.8% | +76.3% | +23.9% |
| 1Y | +27.1% | -70.9% | +98.0% | +36.7% |
| 3Y | +49.3% | -14.8% | +64.1% | +42.4% |
| 5Y | -1.6% | +7.3% | -8.9% | -10.9% |
| All | -1.6% | +7.1% | -8.7% | -10.9% |
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