-34.5%
ADSK vs AVAV
-39.3%
+4.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | +1.4% | -3.9% | -2.6% |
| 30D | -14.9% | -24.3% | +9.4% | -13.4% |
| 3M | +3.3% | -20.1% | +23.5% | +4.5% |
| 6M | -15.7% | -29.4% | +13.7% | -14.2% |
| YTD | -28.2% | -39.3% | +11.1% | -26.5% |
| 1Y | -34.5% | -39.3% | +4.8% | -33.4% |
| All | -34.5% | -39.3% | +4.7% | -33.4% |
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