+87.4%
SYY vs AVAV
+423.1%
-335.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.6% | -10.6% | +0.7% |
| 7D | -4.1% | +3.2% | -7.3% | -4.6% |
| 30D | +0.3% | -7.4% | +7.7% | +0.8% |
| 3M | -6.3% | -32.0% | +25.7% | -3.1% |
| 6M | +9.7% | -24.6% | +34.3% | +11.0% |
| YTD | +9.4% | -47.5% | +57.0% | +13.8% |
| 1Y | +7.3% | -61.5% | +68.8% | +15.4% |
| 3Y | +27.6% | +5.5% | +22.2% | +13.3% |
| 5Y | +12.5% | +35.7% | -23.2% | -8.4% |
| 10Y | +87.4% | +379.1% | -291.7% | +24.6% |
| All | +87.4% | +423.1% | -335.7% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling