+508.9%
ADSK vs AVAV
+397.6%
+111.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | -3.7% | +9.9% | -13.6% | -5.9% |
| 30D | +11.3% | -5.4% | +16.7% | +11.6% |
| 3M | +3.3% | -36.5% | +39.9% | +11.9% |
| 6M | +10.1% | -25.3% | +35.4% | +13.0% |
| YTD | -12.2% | -48.6% | +36.4% | -5.4% |
| 1Y | -13.9% | -62.1% | +48.2% | -1.5% |
| 3Y | +23.5% | +2.3% | +21.2% | +5.2% |
| 5Y | -20.0% | +35.4% | -55.4% | -39.3% |
| 10Y | +252.3% | +345.1% | -92.8% | +86.7% |
| All | +508.9% | +397.6% | +111.3% | +167.1% |
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