+342.0%
XOM vs AVAV
+397.6%
-55.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.3% |
| 7D | -1.5% | +9.9% | -11.4% | -3.0% |
| 30D | -3.2% | -5.4% | +2.2% | -2.8% |
| 3M | +5.0% | -36.5% | +41.5% | +10.7% |
| 6M | +12.9% | -25.3% | +38.1% | +14.5% |
| YTD | +41.3% | -48.6% | +89.9% | +48.0% |
| 1Y | +43.2% | -62.1% | +105.3% | +56.4% |
| 3Y | +77.3% | +2.3% | +75.0% | +57.2% |
| 5Y | +204.8% | +35.4% | +169.4% | +146.4% |
| 10Y | +197.1% | +345.1% | -148.0% | +84.0% |
| All | +342.0% | +397.6% | -55.6% | +138.1% |
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