+543.0%
XYZ vs AVAV
+339.1%
+203.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.8% | +5.8% | -1.4% |
| 7D | +9.2% | -24.3% | +33.5% | +17.4% |
| 30D | +9.8% | -28.9% | +38.7% | +19.9% |
| 3M | -0.2% | -39.3% | +39.1% | +13.1% |
| 6M | +18.0% | -38.8% | +56.7% | +29.9% |
| YTD | +29.1% | -57.8% | +86.9% | +52.7% |
| 1Y | +14.1% | -70.9% | +85.0% | +50.4% |
| 3Y | +72.6% | -14.8% | +87.4% | +44.0% |
| 5Y | -64.6% | +7.3% | -71.9% | -74.0% |
| 10Y | +590.0% | +325.3% | +264.7% | +266.8% |
| All | +543.0% | +339.1% | +203.9% | +247.2% |
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