+638.7%
XLY vs AVAV
+495.1%
+143.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.2% |
| 7D | -0.5% | +3.2% | -3.7% | -1.0% |
| 30D | -4.9% | -20.3% | +15.4% | -1.7% |
| 3M | -1.0% | -19.4% | +18.4% | +1.1% |
| 6M | 0.0% | -35.3% | +35.3% | +4.7% |
| YTD | -4.2% | -38.5% | +34.3% | -0.4% |
| 1Y | -2.7% | -37.2% | +34.5% | -0.2% |
| 3Y | +38.4% | +31.1% | +7.3% | +19.5% |
| 5Y | +28.9% | +41.0% | -12.1% | +5.4% |
| 10Y | +214.7% | +508.8% | -294.0% | +83.8% |
| All | +638.7% | +495.1% | +143.6% | +279.1% |
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