+1,977.9%
XLK vs AVAV
+478.6%
+1,499.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | +0.9% | -2.2% | +3.1% | +1.2% |
| 30D | +0.7% | -13.9% | +14.7% | +3.0% |
| 3M | -2.9% | -29.2% | +26.3% | +1.6% |
| 6M | +34.3% | -36.1% | +70.4% | +41.5% |
| YTD | +30.4% | -40.2% | +70.6% | +36.7% |
| 1Y | +43.4% | -36.2% | +79.6% | +47.4% |
| 3Y | +116.8% | +47.5% | +69.3% | +83.7% |
| 5Y | +144.0% | +39.3% | +104.8% | +100.7% |
| 10Y | +778.8% | +482.6% | +296.2% | +420.7% |
| All | +1,977.9% | +478.6% | +1,499.3% | +973.7% |
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