-65.6%
AVAV vs M
+15.5%
-81.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.6% | +15.1% | +11.4% |
| 7D | -10.6% | -4.3% | -6.3% | -9.8% |
| 30D | -18.8% | +1.3% | -20.1% | -19.1% |
| 3M | -34.1% | -7.4% | -26.7% | -32.9% |
| 6M | -35.3% | +18.3% | -53.7% | -38.9% |
| YTD | -53.4% | +7.6% | -61.0% | -55.8% |
| 1Y | -65.6% | +17.4% | -83.0% | -68.0% |
| All | -65.6% | +15.5% | -81.1% | -68.0% |
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