-68.9%
XYZ vs AVAV
+39.7%
-108.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -1.0% | -2.2% | +1.3% | -0.3% |
| 30D | -1.7% | -13.9% | +12.2% | +1.9% |
| 3M | +16.7% | -29.2% | +46.0% | +25.8% |
| 6M | +26.9% | -36.1% | +63.0% | +38.7% |
| YTD | +27.1% | -40.2% | +67.3% | +37.3% |
| 1Y | +9.3% | -36.2% | +45.5% | +13.5% |
| 3Y | +42.3% | +47.5% | -5.3% | -10.1% |
| All | -68.9% | +39.7% | -108.5% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling