+113.1%
XLK vs AVAV
+32.4%
+80.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.8% |
| 7D | -4.3% | 0.0% | -4.3% | -4.5% |
| 30D | -15.0% | -9.9% | -5.1% | -14.0% |
| 3M | -9.2% | -34.7% | +25.5% | -4.3% |
| 6M | -3.5% | -26.6% | +23.1% | -1.1% |
| YTD | +17.7% | -48.9% | +66.7% | +24.5% |
| 1Y | +14.9% | -63.0% | +77.9% | +27.2% |
| 3Y | +91.8% | +1.6% | +90.2% | +74.5% |
| 5Y | +113.1% | +34.5% | +78.6% | +70.3% |
| All | +113.1% | +32.4% | +80.7% | +70.3% |
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