+322.8%
XOM vs AVAV
+478.6%
-155.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | +1.8% | -2.2% | +4.0% | +2.0% |
| 30D | +5.9% | -13.9% | +19.8% | +7.7% |
| 3M | +5.6% | -29.2% | +34.8% | +9.2% |
| 6M | +7.9% | -36.1% | +44.0% | +12.0% |
| YTD | +35.2% | -40.2% | +75.4% | +39.5% |
| 1Y | +46.0% | -36.2% | +82.2% | +47.6% |
| 3Y | +55.0% | +47.5% | +7.5% | +30.0% |
| 5Y | +246.3% | +39.3% | +207.0% | +181.4% |
| 10Y | +181.0% | +482.6% | -301.6% | +67.9% |
| All | +322.8% | +478.6% | -155.8% | +124.5% |
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