+72.6%
XYZ vs AVAV
-5.8%
+78.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.5% | -8.7% | +0.2% |
| 7D | +12.1% | -10.6% | +22.7% | +13.6% |
| 30D | +12.4% | -18.8% | +31.2% | +15.4% |
| 3M | +8.2% | -34.1% | +42.3% | +14.4% |
| 6M | +20.7% | -35.3% | +56.0% | +26.8% |
| YTD | +31.3% | -53.4% | +84.7% | +42.7% |
| 1Y | +20.5% | -65.6% | +86.2% | +37.6% |
| 3Y | +72.6% | -5.1% | +77.7% | +45.5% |
| All | +72.6% | -5.8% | +78.4% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling