-36.2%
AVAV vs M
+46.1%
-82.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.3% |
| 7D | -2.2% | +4.7% | -6.9% | -3.3% |
| 30D | -13.9% | -9.6% | -4.3% | -12.0% |
| 3M | -29.2% | +0.9% | -30.1% | -30.1% |
| 6M | -36.1% | +22.3% | -58.4% | -39.1% |
| YTD | -40.2% | +6.5% | -46.7% | -42.5% |
| 1Y | -36.2% | +38.8% | -75.0% | -39.2% |
| All | -36.2% | +46.1% | -82.4% | -39.2% |
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