+397.0%
ADSK vs AVAV
+495.1%
-98.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.2% |
| 7D | -14.3% | +3.2% | -17.5% | -14.9% |
| 30D | -14.8% | -20.3% | +5.5% | -11.0% |
| 3M | -5.7% | -19.4% | +13.7% | -3.1% |
| 6M | -18.7% | -35.3% | +16.6% | -13.6% |
| YTD | -28.3% | -38.5% | +10.2% | -24.8% |
| 1Y | -35.1% | -37.2% | +2.1% | -33.1% |
| 3Y | -3.2% | +31.1% | -34.3% | -21.1% |
| 5Y | -26.7% | +41.0% | -67.7% | -44.2% |
| 10Y | +208.4% | +508.8% | -300.4% | +54.3% |
| All | +397.0% | +495.1% | -98.1% | +112.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling