+96.4%
SYY vs AVAV
+516.1%
-419.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.6% |
| 7D | -2.8% | +3.2% | -6.0% | -3.1% |
| 30D | -5.3% | -20.3% | +15.0% | -3.1% |
| 3M | +5.1% | -19.4% | +24.5% | +6.6% |
| 6M | -5.0% | -35.3% | +30.3% | -1.9% |
| YTD | +10.7% | -38.5% | +49.2% | +13.8% |
| 1Y | +0.7% | -37.2% | +37.9% | +2.2% |
| 3Y | +24.0% | +31.1% | -7.1% | +7.5% |
| 5Y | +19.3% | +41.0% | -21.7% | -2.3% |
| 10Y | +96.4% | +508.8% | -412.4% | +18.3% |
| All | +96.4% | +516.1% | -419.7% | +18.3% |
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