+345.1%
AVAV vs M
-5.1%
+350.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +9.9% | -3.3% | +13.2% | +10.6% |
| 30D | -5.4% | +8.1% | -13.5% | -6.8% |
| 3M | -36.5% | +2.2% | -38.8% | -37.0% |
| 6M | -25.3% | +35.1% | -60.4% | -29.6% |
| YTD | -48.6% | +15.8% | -64.4% | -50.4% |
| 1Y | -62.1% | +25.8% | -87.9% | -64.1% |
| 3Y | +2.3% | +156.2% | -153.9% | -18.6% |
| 5Y | +35.4% | -2.4% | +37.7% | +22.8% |
| 10Y | +345.1% | -7.1% | +352.2% | +257.5% |
| All | +345.1% | -5.1% | +350.2% | +257.5% |
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