-69.0%
AVAV vs M
+36.6%
-105.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +7.6% | -16.0% | -9.8% |
| 7D | -10.1% | +8.3% | -18.4% | -11.5% |
| 30D | -18.7% | +14.2% | -32.9% | -20.9% |
| 3M | -33.0% | -1.1% | -31.9% | -32.6% |
| 6M | -37.2% | +36.6% | -73.8% | -41.8% |
| YTD | -53.2% | +19.8% | -73.0% | -56.6% |
| 1Y | -69.0% | +37.2% | -106.2% | -72.0% |
| All | -69.0% | +36.6% | -105.5% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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