+37.8%
VALE vs AVAV
+28.1%
+9.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | -3.2% | +4.2% | -7.4% | -3.5% |
| 30D | -15.1% | -2.6% | -12.5% | -15.1% |
| 3M | -18.7% | -38.0% | +19.3% | -16.4% |
| 6M | -31.5% | -27.0% | -4.5% | -30.8% |
| YTD | -11.4% | -51.4% | +40.0% | -8.9% |
| 1Y | -1.9% | -60.2% | +58.4% | +2.3% |
| 3Y | +1.7% | -6.7% | +8.3% | -3.7% |
| All | +37.8% | +28.1% | +9.8% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling