+253.5%
ADSK vs AVAV
+339.7%
-86.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | -3.7% | +9.9% | -13.6% | -5.7% |
| 30D | +11.3% | -5.4% | +16.7% | +11.6% |
| 3M | +3.3% | -36.5% | +39.9% | +11.2% |
| 6M | +10.1% | -25.3% | +35.4% | +12.9% |
| YTD | -12.2% | -48.6% | +36.4% | -5.9% |
| 1Y | -13.9% | -62.1% | +48.2% | -2.3% |
| 3Y | +23.5% | +2.3% | +21.2% | +4.5% |
| 5Y | -20.0% | +35.4% | -55.4% | -40.0% |
| All | +253.5% | +339.7% | -86.2% | +100.7% |
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