+214.2%
ADSK vs AVAV
+520.8%
-306.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.0% | +1.6% |
| 7D | -10.9% | -0.1% | -10.8% | -10.9% |
| 30D | -15.9% | -25.0% | +9.1% | -11.5% |
| 3M | -4.4% | -15.0% | +10.6% | -2.9% |
| 6M | -16.6% | -33.6% | +17.0% | -12.2% |
| YTD | -28.5% | -39.2% | +10.7% | -25.1% |
| 1Y | -34.6% | -40.5% | +5.8% | -32.1% |
| 3Y | -3.5% | +29.6% | -33.1% | -21.7% |
| 5Y | -25.6% | +56.7% | -82.3% | -45.3% |
| All | +214.2% | +520.8% | -306.6% | +57.9% |
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