+410.3%
ADSK vs AVAV
+478.6%
-68.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.7% | -6.5% | -7.9% |
| 7D | -16.4% | -2.2% | -14.2% | -16.0% |
| 30D | -9.2% | -13.9% | +4.7% | -6.6% |
| 3M | -6.7% | -29.2% | +22.5% | -1.7% |
| 6M | -15.5% | -36.1% | +20.6% | -10.0% |
| YTD | -26.4% | -40.2% | +13.8% | -22.3% |
| 1Y | -31.9% | -36.2% | +4.3% | -30.1% |
| 3Y | -1.0% | +47.5% | -48.5% | -22.0% |
| 5Y | -24.5% | +39.3% | -63.8% | -42.4% |
| 10Y | +220.4% | +482.6% | -262.2% | +61.8% |
| All | +410.3% | +478.6% | -68.3% | +119.3% |
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