+359.3%
AVAV vs M
-3.0%
+362.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | 0.0% | +5.0% | -5.0% | -1.0% |
| 30D | -9.9% | +10.6% | -20.6% | -11.7% |
| 3M | -34.7% | +1.6% | -36.3% | -35.1% |
| 6M | -26.6% | +30.8% | -57.5% | -30.5% |
| YTD | -48.9% | +16.9% | -65.8% | -50.8% |
| 1Y | -63.0% | +26.3% | -89.3% | -65.0% |
| 3Y | +1.6% | +158.6% | -157.0% | -19.3% |
| 5Y | +34.5% | +2.1% | +32.4% | +21.0% |
| 10Y | +359.3% | -4.3% | +363.6% | +273.5% |
| All | +359.3% | -3.0% | +362.3% | +273.5% |
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