+145.7%
XLK vs AVAV
+44.7%
+101.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -0.1% |
| 7D | +2.3% | +3.2% | -0.9% | +1.9% |
| 30D | -0.1% | -20.3% | +20.3% | +2.9% |
| 3M | +2.1% | -19.4% | +21.6% | +4.1% |
| 6M | +37.2% | -35.3% | +72.4% | +43.1% |
| YTD | +30.8% | -38.5% | +69.3% | +35.4% |
| 1Y | +42.6% | -37.2% | +79.8% | +46.2% |
| 3Y | +121.8% | +31.1% | +90.7% | +95.8% |
| 5Y | +145.7% | +41.0% | +104.7% | +98.6% |
| All | +145.7% | +44.7% | +101.0% | +98.6% |
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 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