+336.8%
XOM vs AVAV
+407.8%
-71.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.6% | -13.3% | -2.3% |
| 7D | -8.3% | +3.2% | -11.5% | -8.9% |
| 30D | -2.5% | -7.4% | +4.9% | -1.9% |
| 3M | +8.3% | -32.0% | +40.3% | +13.2% |
| 6M | +15.5% | -24.6% | +40.0% | +17.0% |
| YTD | +39.6% | -47.5% | +87.1% | +45.9% |
| 1Y | +44.6% | -61.5% | +106.1% | +57.6% |
| 3Y | +76.6% | +5.5% | +71.1% | +55.8% |
| 5Y | +195.8% | +35.7% | +160.0% | +139.3% |
| 10Y | +191.6% | +379.1% | -187.5% | +78.5% |
| All | +336.8% | +407.8% | -71.1% | +134.7% |
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