+278.4%
SYY vs AVAV
+351.0%
-72.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.5% | -8.3% | +1.0% |
| 7D | -7.3% | -10.6% | +3.3% | -6.3% |
| 30D | +0.1% | -18.8% | +18.9% | +2.1% |
| 3M | -8.2% | -34.1% | +25.9% | -4.5% |
| 6M | +6.3% | -35.3% | +41.6% | +9.6% |
| YTD | +7.3% | -53.4% | +60.7% | +13.4% |
| 1Y | +8.5% | -65.6% | +74.1% | +18.5% |
| 3Y | +24.9% | -5.1% | +30.0% | +14.0% |
| 5Y | +8.0% | +18.5% | -10.5% | -8.1% |
| 10Y | +107.2% | +369.8% | -262.6% | +38.9% |
| All | +278.4% | +351.0% | -72.7% | +124.8% |
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