-0.8%
TOST vs AVAV
-68.0%
+67.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -8.3% | +13.8% | +6.0% |
| 7D | +10.7% | -10.1% | +20.8% | +11.4% |
| 30D | +17.7% | -18.7% | +36.5% | +19.3% |
| 3M | +4.6% | -33.0% | +37.6% | +7.3% |
| 6M | +20.3% | -37.2% | +57.5% | +23.4% |
| YTD | -0.4% | -53.2% | +52.8% | +4.9% |
| 1Y | -0.8% | -69.0% | +68.2% | +14.6% |
| All | -0.8% | -68.0% | +67.3% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling