-10.2%
ADSK vs AVAV
-68.0%
+57.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -8.3% | +15.4% | +7.6% |
| 7D | +11.4% | -10.1% | +21.5% | +12.0% |
| 30D | +21.9% | -18.7% | +40.6% | +23.5% |
| 3M | +13.9% | -33.0% | +46.9% | +16.8% |
| 6M | +9.1% | -37.2% | +46.3% | +12.1% |
| YTD | -8.8% | -53.2% | +44.4% | -4.7% |
| 1Y | -10.2% | -69.0% | +58.8% | -0.7% |
| All | -10.2% | -68.0% | +57.8% | -0.7% |
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 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