+20.8%
YUM vs AVAV
+24.3%
-3.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -2.8% |
| 7D | -4.0% | -3.2% | -0.9% | -4.0% |
| 30D | -0.1% | -25.6% | +25.4% | +0.5% |
| 3M | -4.3% | -20.2% | +16.0% | -4.1% |
| 6M | -8.7% | -38.1% | +29.3% | -8.1% |
| YTD | -3.1% | -41.8% | +38.7% | -2.0% |
| 1Y | +1.0% | -39.0% | +40.0% | +1.6% |
| All | +20.8% | +24.3% | -3.6% | +11.2% |
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 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