+533.2%
XYZ vs AVAV
+522.2%
+11.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | -1.0% | -2.2% | +1.3% | -0.3% |
| 30D | -1.7% | -13.9% | +12.2% | +2.1% |
| 3M | +16.7% | -29.2% | +46.0% | +26.0% |
| 6M | +26.9% | -36.1% | +63.0% | +38.9% |
| YTD | +27.1% | -40.2% | +67.3% | +37.8% |
| 1Y | +9.3% | -36.2% | +45.5% | +14.1% |
| 3Y | +42.3% | +47.5% | -5.3% | -0.3% |
| 5Y | -69.3% | +39.3% | -108.6% | -78.9% |
| 10Y | +586.8% | +482.6% | +104.2% | +236.4% |
| All | +533.2% | +522.2% | +11.1% | +213.4% |
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