-5.5%
TOST vs AVAV
-62.9%
+57.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +3.6% |
| 7D | 0.0% | +4.2% | -4.2% | -0.2% |
| 30D | +16.2% | -2.6% | +18.7% | +16.1% |
| 3M | -1.5% | -38.0% | +36.4% | +1.4% |
| 6M | +55.3% | -27.0% | +82.3% | +56.6% |
| YTD | -2.3% | -51.4% | +49.1% | +3.6% |
| 1Y | -5.5% | -60.2% | +54.7% | -0.8% |
| All | -5.5% | -62.9% | +57.4% | -0.8% |
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 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