-3.2%
ADSK vs AVAV
+31.0%
-34.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.8% |
| 7D | -14.3% | +3.2% | -17.5% | -14.5% |
| 30D | -14.8% | -20.3% | +5.5% | -13.3% |
| 3M | -5.7% | -19.4% | +13.7% | -4.5% |
| 6M | -18.7% | -35.3% | +16.6% | -16.6% |
| YTD | -28.3% | -38.5% | +10.2% | -26.7% |
| 1Y | -35.1% | -37.2% | +2.1% | -34.1% |
| 3Y | -3.2% | +31.1% | -34.3% | -7.8% |
| All | -3.2% | +31.0% | -34.2% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling