+379.1%
AVAV vs M
+3.7%
+375.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +8.1% | +4.5% | +11.1% |
| 7D | +3.2% | +2.5% | +0.6% | +2.6% |
| 30D | -7.4% | +10.1% | -17.5% | -9.1% |
| 3M | -32.0% | -0.9% | -31.1% | -32.1% |
| 6M | -24.6% | +30.2% | -54.7% | -28.5% |
| YTD | -47.5% | +16.3% | -63.8% | -49.4% |
| 1Y | -61.5% | +27.0% | -88.5% | -63.6% |
| 3Y | +5.5% | +154.5% | -149.0% | -16.0% |
| 5Y | +35.7% | -1.1% | +36.8% | +22.8% |
| 10Y | +379.1% | +0.5% | +378.6% | +284.6% |
| All | +379.1% | +3.7% | +375.4% | +284.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling