+132.9%
ADBE vs AVAV
+327.1%
-194.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.8% |
| 7D | -3.2% | +18.4% | -21.6% | -5.6% |
| 30D | +1.0% | -4.9% | +5.9% | +1.1% |
| 3M | -7.8% | -37.7% | +29.8% | -2.5% |
| 6M | -1.0% | -28.4% | +27.5% | +1.4% |
| YTD | -31.8% | -50.0% | +18.2% | -28.1% |
| 1Y | -29.2% | -62.6% | +33.4% | -22.2% |
| 3Y | -60.1% | -0.6% | -59.4% | -65.0% |
| 5Y | -63.7% | +31.9% | -95.7% | -71.4% |
| All | +132.9% | +327.1% | -194.2% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling