+1,071.5%
WMT vs AVAV
+394.0%
+677.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.4% |
| 30D | +12.8% | -9.9% | +22.7% | +13.3% |
| 3M | +11.7% | -34.7% | +46.4% | +15.0% |
| 6M | -3.5% | -26.6% | +23.1% | -2.4% |
| YTD | +13.4% | -48.9% | +62.4% | +16.8% |
| 1Y | +23.6% | -63.0% | +86.6% | +30.6% |
| 3Y | +133.9% | +1.6% | +132.3% | +119.2% |
| 5Y | +170.1% | +34.5% | +135.6% | +140.7% |
| 10Y | +523.5% | +359.3% | +164.2% | +366.8% |
| All | +1,071.5% | +394.0% | +677.5% | +687.3% |
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 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