+519.3%
ADSK vs AVAV
+370.1%
+149.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.7% | +2.4% |
| 7D | +1.0% | +4.2% | -3.2% | 0.0% |
| 30D | +14.4% | -2.6% | +17.0% | +14.0% |
| 3M | +2.5% | -38.0% | +40.5% | +11.5% |
| 6M | +14.5% | -27.0% | +41.5% | +17.9% |
| YTD | -10.7% | -51.4% | +40.7% | -2.7% |
| 1Y | -11.0% | -60.2% | +49.2% | +0.6% |
| 3Y | +25.9% | -6.7% | +32.5% | +9.3% |
| 5Y | -19.7% | +28.3% | -48.0% | -38.4% |
| 10Y | +258.2% | +320.5% | -62.2% | +92.0% |
| All | +519.3% | +370.1% | +149.2% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling