-64.6%
XYZ vs AVAV
+7.1%
-71.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.8% | +5.8% | -1.5% |
| 7D | +9.2% | -24.3% | +33.5% | +16.9% |
| 30D | +9.8% | -28.9% | +38.7% | +19.3% |
| 3M | -0.2% | -39.3% | +39.1% | +12.4% |
| 6M | +18.0% | -38.8% | +56.7% | +29.3% |
| YTD | +29.1% | -57.8% | +86.9% | +51.5% |
| 1Y | +14.1% | -70.9% | +85.0% | +50.1% |
| 3Y | +72.6% | -14.8% | +87.4% | +31.7% |
| 5Y | -64.6% | +7.3% | -71.9% | -79.7% |
| All | -64.6% | +7.1% | -71.7% | -79.7% |
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 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