-31.9%
ADSK vs AVAV
-39.1%
+7.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.7% | -6.5% | -8.1% |
| 7D | -16.4% | -2.2% | -14.2% | -16.3% |
| 30D | -9.2% | -13.9% | +4.7% | -8.4% |
| 3M | -6.7% | -29.2% | +22.5% | -4.8% |
| 6M | -15.5% | -36.1% | +20.6% | -13.7% |
| YTD | -26.4% | -40.2% | +13.8% | -24.5% |
| 1Y | -31.9% | -36.2% | +4.3% | -27.8% |
| All | -31.9% | -39.1% | +7.2% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling