+291.3%
SYY vs AVAV
+478.6%
-187.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.1% |
| 7D | -2.3% | -2.2% | -0.1% | -2.1% |
| 30D | -4.9% | -13.9% | +9.0% | -3.5% |
| 3M | +8.4% | -29.2% | +37.6% | +11.6% |
| 6M | -7.4% | -36.1% | +28.8% | -4.1% |
| YTD | +11.0% | -40.2% | +51.2% | +14.5% |
| 1Y | -0.2% | -36.2% | +36.0% | +1.2% |
| 3Y | +23.8% | +47.5% | -23.8% | +6.9% |
| 5Y | +18.1% | +39.3% | -21.1% | -0.7% |
| 10Y | +94.6% | +482.6% | -388.0% | +27.9% |
| All | +291.3% | +478.6% | -187.3% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling