+21.5%
SW vs AVAV
-39.0%
+60.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.3% | +12.4% | +5.0% |
| 7D | +12.1% | -10.1% | +22.1% | +13.3% |
| 30D | +6.6% | -18.7% | +25.3% | +9.0% |
| 3M | -6.0% | -33.0% | +27.0% | -1.7% |
| 6M | +21.5% | -37.2% | +58.7% | +28.7% |
| All | +21.5% | -39.0% | +60.5% | +28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling